The em-algorithm tag has no wiki summary.
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can EM algorithm be applied to my problem? Input data set is based on a function of parameter
I understand EM algorithm is often used for missing data/mixture problem. But can it be used to optimize a particular type of likelihood based on jointly fitting variables and transformations of those ...
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EM maximum likelihood estimation for Weibull distribution
Note: I am posting a question from a former student of mine unable to post on his own for technical reasons.
Given an iid sample $x_1,\ldots,x_n$ from a Weibull distribution with pdf
$$
f(x) = k ...
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Time dependant weights in hidden Markov models
I'm trying to modify a standard implementation of a continuous HMM with Gaussian Mixtures so that it internally gives more weight to newer observations in a time series.
Essentially, I'm trying to ...
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Averaged estimators in stochastic versions of EM
Recently I've been working EM algorithms for MAP estimation in a problem where the expectation is intractable, but the maximization is easy. Further, draws from the distribution in the E-step are ...
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Does the EM algorithm require i.i.d?
The EM algorithm roughly has two steps.
E-Step:
Calculate the conditional expectation of the likelihood function given the data $x_1, . . . , x_n $ and the current estimates of parameters ...
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Distinguishing events from different periodic sources
I have records of the time stamps of events coming from a small number of independent sources. Each source $S$ issues events at a given period $Ts$. Due to some jitter the time intervals between two ...
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Formulas for fitting the parameters of a linear dynamical system
Using the expectation-maximization algorithm one can fit all the parameters of a linear dynamical system. I know the theory behind it, and I know how to derive the updated parameters from the Kalman ...
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Problems with basic R functions for a two-normal mixture (EM approach of parameter estimation)
I was trying to learn EM algorithm for simple two-normal mixture models, specially writing basic R function for parameter estimation. But my codes give me the same values that I started with! I can ...
