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A Tutorial on Expectation Maximization Algorithm

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A Tutorial on Expectation Maximization Algorithm
Long Qiu

Table of Contents

1.Outline

2.Maximum Likelihood Estimation

3.Problem Setting

4.Why observability matters?

5.Auxiliary Function L(q, θ)

6.Expectation Step

7.Maximization Step

8.EM: an Iterative Process

9.Example #2: MLE with hidden variables

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