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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Considering a mixture <strong>of</strong> normal distributions (λ j = (µ j , σj 2 )) we have:<br />
E(L 1 (λ’s)|y, θ (k) ) = − n 2 log(2π)<br />
− 1 2<br />
− 1 2<br />
n∑<br />
M∑<br />
i=1 j=1<br />
n∑<br />
M∑<br />
i=1 j=1<br />
p (k)<br />
ij<br />
log σj<br />
2<br />
p (k)<br />
ij<br />
(y i − µ j ) 2<br />
.<br />
σ 2 j<br />
Camila Souza (UBC) <strong>Introduction</strong> <strong>to</strong> <strong>the</strong> <strong>EM</strong> <strong>algorithm</strong> November 2010 18 / 25
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