Expectation Maximization (EM) Algorithm
a model that has hidden (unobserved) variables or \arti cially" because they make the maximization more tractable. So, we may write ‘( ) ‘( b(n)) = lnf(Xj ) lnf(Xj b(n)) = ln Z f(Xjy; )f(yj )dy lnf(Xj b(n)) = ln Z f(Xjy; )f(yj ) f(yjX; b(n)) f(yjX; b(n))dy! lnf(Xj b(n)) Note that the thing in parentheses is an expectation with respect to ...
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