Lab Meeting 25 Jan 2007(AShin):The Expectation Maximization Algorithm

Arthur:Frank Dellaert

College of Computing, Georgia Institute of Technology Technical Report

February 2002

Abstract:

This note represents my attempt at explaining the EM algorithm (Hartley, 1958;Dempster et al., 1977; McLachlan and Krishnan, 1997). This is just a slightvariation on Tom Minka’s tutorial (Minka, 1998), perhaps a little easier (or perhapsnot). It includes a graphical example to provide some intuition.

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