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Lecture10: Expectation-Maximization Algorithm
engineering.purdue.eduLecture10: Expectation-Maximization Algorithm (LaTeXpreparedbyShaoboFang) May4,2015 This lecture note is based on ECE 645 (Spring 2015) by Prof. Stanley H. Chan in the School of Electrical and Computer Engineering at Purdue University. 1 Motivation Consider a set of data points with their classes labeled, and assume that each class is a ...