General EM Method

Define likelihood function 210#210 which calculates 211#211 using observed 32#32 and current parameters 3#3 to estimate 168#168

212#212

EM Algorithm:

Estimation (E) step: Calculate 210#210 using the current hypothesis 3#3 and the observed data 32#32 to estimate the probability distribution over 167#167.

212#212

Maximization (M) step: Replace hypothesis 3#3 by the hypothesis 213#213 that maximizes this 214#214 function.

215#215