Tag: tutorial
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Understanding Expectation Maximization as Coordinate Ascent
These notes are based on what I learned from my first postdoc advisor, who learned it (I believe) from (Neal and Hinton 1998). See also section 4 of (Roweis and Ghahramani 1999) for a short derivation, and the broader discussion in Chapter 9 of Bishop, in particular Section 9.4 Introduction When performing maximum likelihood estimation…