3 ms·
https://en.wikipedia.org/wiki/Expectation–maximization_algorithm https://en.wikipedia.org/wiki/Expectation–maximization_algor... The EM iteration alternates
by kgwgk 6y ago
https://en.wikipedia.org/wiki/Expectation–maximization_algorithm https://en.wikipedia.org/wiki/Expectation–maximization_algor...
The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step.