Data Mining Algorithm Learning (ix) EM algorithm-previous-multivariate Gaussian distribution

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The EM algorithm is broadly divided into two-step--e steps and M-Steps.

In the process of solving operation, it is necessary to use Gaussian distribution, inverse matrix and other mathematical knowledge. The EM algorithm first combs the basic mathematical knowledge, the core idea of the specific EM algorithm is introduced in the next chapter.

Because of the formula, too many matrices, handwritten a deduction, affixed to the following.

Data Mining Algorithm Learning (ix) EM algorithm-previous-multivariate Gaussian distribution