BS2 Statistical Inference - Lecture 10
The EM algorithm - Example
This lecture is going in detail through an example, where the EM algorithm is applied to a mixture problem. A small script in R can be used to test out the algorithm to get a feeling for what is happening.
We also indicate how the EM algorithm works in the case of an exponential family.
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Last updated: Monday, 15 November 2004 17:48. Steffen L. Lauritzen