EM算法精髓

最新推荐文章于 2020-04-01 09:56:42 发布

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最新推荐文章于 2020-04-01 09:56:42 发布

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本文链接：https://blog.csdn.net/wangjingwei029/article/details/17241195

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EM solve the problem of estimating parameters of statical models, which also involves latent varables; thus it has two set of unknoen parameters in the likelihood function to be maximize: one is model parameters ,and the other is latent variables.

The EM algorithm proceeds from the observation that the following is a way to solve these two sets of equations numerically. One can simply pick arbitrary values for one of the two sets of unknowns, use them to estimate the second set, then use these new values to find a better estimate of the first set, and then keep alternating between the two until the resulting values both converge to fixed points.