Expectation-Maximization (EM) algorithm
نویسنده
چکیده
منابع مشابه
An Explanation of the Expectation Maximization Algorithm, Report no. LiTH-ISY-R-2915
The expectation maximization (EM) algorithm computes maximum likelihood estimates of unknown parameters in probabilistic models involving latent variables. More pragmatically speaking, the EM algorithm is an iterative method that alternates between computing a conditional expectation and solving a maximization problem, hence the name expectation maximization. We will in this work derive the EM ...
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3 The Expectation-Maximization algorithm 7 3.1 Jointly-non-concave incomplete log-likelihood . . . . . . . . . . . 7 3.2 (Possibly) Concave complete data log-likelihood . . . . . . . . . . 8 3.3 The general EM derivation . . . . . . . . . . . . . . . . . . . . . 10 3.4 The E& M-steps . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.5 The EM algorithm . . . . . . . . . . . . . . . . . . ...
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3 The Expectation-Maximization algorithm 7 3.1 Jointly-non-concave incomplete log-likelihood . . . . . . . . . . . 7 3.2 (Possibly) Concave complete data log-likelihood . . . . . . . . . . 8 3.3 The general EM derivation . . . . . . . . . . . . . . . . . . . . . 10 3.4 The E& M-steps . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.5 The EM algorithm . . . . . . . . . . . . . . . . . . ...
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