"Statistical learning method, Hangyuan Li": 9, EM algorithm and its popularization (1)

1) Introduction of EM algorithm

2) EM algorithm and simple explanation

3) Application of EM algorithm in Gaussian mixture model

4) Generalized--gem algorithm for EM algorithm

1) Introduction of EM algorithm

EM algorithm idea:

EM algorithm Example:

The derivation process refers to the original book p158-p159, the following gives the above problem of the EM algorithm specific process:

Examples of numbers:

2) EM algorithm and simple explanation
Give the EM algorithm directly:

Believe that mathematics is not a thing, the derivation process of reference to the original book p158-p159, algorithm convergence of reference to the original book P161,.

In the last diagram, note the three lines in the diagram to ensure that the idea of EM algorithm is clear: