Introduction to the EM algorithm - Department of Statistics
Introduction to the EM algorithm - Department of Statistics
Introduction to the EM algorithm - Department of Statistics
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To do that just choose θ (k+1) as <strong>the</strong> value <strong>of</strong> θ which maximizes<br />
Q(θ, θ (k) ) for fixed θ (k) . If θ (k+1) is <strong>the</strong> maximizing value, <strong>the</strong>n<br />
Q(θ (k+1) , θ (k) ) ≥ Q(θ (k) , θ (k) ).<br />
Note: This maximization problem can be a difficult task and it is okay <strong>to</strong><br />
choose θ (k+1) that at least does not decrease Q(θ, θ (k) ) from <strong>the</strong> current<br />
value at θ (k) .<br />
Camila Souza (UBC) <strong>Introduction</strong> <strong>to</strong> <strong>the</strong> <strong>EM</strong> <strong>algorithm</strong> November 2010 12 / 25
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