General EM Problem

Given:

• Observed data 205#205
• Unobserved data 206#206
• Parameterized probability distribution 207#207, where
  • 208#208 is the full data 209#209
  • 3#3 are the parameters

Determine:

• 3#3 that (locally) maximizes 204#204

Many uses:

• Train Bayesian belief networks
• Unsupervised clustering (e.g., 192#192 means)
• Hidden Markov Models