Monday, February 12, 2007

EM algorithm

Algoritm step:
1)begin initialize θ0,T,i<-0
2)do i<-i+1
3) E step:compute Q(θ;θa)
4) M step:θi+1 <-arg max Q(θ;θa)
5) until Q(θi+1;θa)-Q(θi;θa-1)<=T;
6) return θ=θi+1
7)end

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