| | Encyclopedia: Expectation-maximization algorithm |
 | | EM alternates between performing an expectation (E) step, which computes the expected value of the latent variables, and a maximization (M) step, which computes the maximum likelihood estimates of the parameters given the data and setting the latent variables to their expectation. |
 | | In statistical computing, an expectation-maximization (EM) algorithm is an algorithm for finding maximum likelihood estimates of parameters in probabilistic models, where the model depends on unobserved latent variables. |
 | | is the value that maximizes (M) the expectation (E) of the complete data log-likelihood with respect to the conditional distribution of the latent data under the previous parameter value. |
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