EM Methods

#Maximum Likelihood #Bayesian #Sampling #Gaussian Mixture

Topics

EM for Gaussian mixtures
General EM algorithm
Why does it work? Decomposition of log-likelihood into KL divergence and
Relation between EM and Gibbs sampling

Planted: 2021-01-02 by NeuronStar;

: 2021-01-02T14:30:00 - 2021-01-02T16:00:00 (CET) : More details on page Conditional Probability Estimation

Table of Contents

References:

Trevor Hastie, Robert Tibshirani, J. F. (2004). The Elements of Statistical Learning (Vol. 99, Issue 466). Springer Science & Business Media.
Christpher M. Bishop. (2006). Pattern Recognition and Machine Learning.

Current Ref:

cpe/03.em-methods.md