Maximum Likelihood (ML), Expectation Maximization (EM)
Find maximum likelihood estimates of µ 1, µ 2 ! EM basic idea: if x(i) were known " two easy-to-solve separate ML problems ! EM iterates over ! E-step: For i=1,…,m fill in missing data x(i) according to what is most likely given the current model µ ! M-step: run ML for completed data, which gives new model µ
Maximum, Maximization, Estimates, Expectations, Likelihood, Maximum likelihood, Expectation maximization, Maximum likelihood estimates
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