EM for Estimating 192#192 Means

EM Algorithm: Pick random initial 197#197, then iterate

E step:

Calculate the expected value 198#198 of each hidden variable 195#195, assuming the current hypothesis 197#197 holds.

199#199 52#52 200#200

52#52 201#201

M step:

Calculate a new maximum likelihood hypothesis 202#202, assuming the value taken on by each hidden variable 195#195 is its expected value 198#198 calculated above. Replace 197#197 by 202#202.

203#203