Expectation Maximization

Expectation Maximization

Expectation Maximization

The Expectation Maximization Algorithm, Frank Dellaert, GVU Center; College of Computing; Georgia Tech, GIT-GVU-02-20, 2002

This note represents my attempt at explaining the EM algorithm (Hartley, 1958; Dempster et al., 1977; McLachlan and Krishnan, 1997). This is just a slight variation on Tom Minka’s tutorial (Minka, 1998), perhaps a little easier (or perhaps not). It includes a graphical example to provide some intuition.

Friday, February 1, 2002