The Expectation Maximization Algorithm A short tutorial
Sean Borman · 2006
This tutorial discusses the Expectation Maximization (EM) algorithm of Dempster, Laird and Rubin [1]. The approach taken follows that of an unpublished note by Stuart Russel, but fleshes out some of the gory details. In order to ensure that the presentation is reasonably self-contained, some of the results on