EM Algorithm Notes

EM And GMM Expectation-maximization(EM) algorithm, provides a way to do MLE or MAE when there is incomplete data or unobserved latent variables. NOTE: EM is general way of getting MLE or MAE estimations, not necessarily for clustering. Gaussian mixture model(GMM) is a statistical model that can serve as a clustering algorithm. It assumes the data points to be from several gaussian distributions and uses EM algorithm to obtain the MLE estimations of those gaussians....

June 1, 2020 · 5 min · Yiheng "Terry" Li