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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Therefore, considering <strong>the</strong> normal case, we get:<br />
Q(θ, θ (k) ) = − n 2 log(2π) − 1 2<br />
− 1 2<br />
+<br />
n∑<br />
i=1 j=1<br />
n∑<br />
M∑<br />
i=1 j=1<br />
M∑<br />
n∑<br />
M∑<br />
i=1 j=1<br />
p (k) (y i − µ j ) 2<br />
ji<br />
σj<br />
2<br />
log α j × p (k)<br />
ji<br />
p (k)<br />
ji<br />
log σj<br />
2<br />
Camila Souza (UBC) <strong>Introduction</strong> <strong>to</strong> <strong>the</strong> <strong>EM</strong> <strong>algorithm</strong> November 2010 20 / 25
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