# Relation between MAP, EM and Max Likelihood

I am a beginner in ML. I can do programming fine but the theory confuses me a lot of the times.

What is the relation between Max likelihood algorithm, Maximum A posteriori Method and Expectation Maximization method?

I see them used as the methods that actually do the optimization.

Imagine that you have some data $$X$$ and probabilistic model parametrized by $$\theta$$, you are interested in learning about $$\theta$$ given your data. The relation between data, parameter and model is described using likelihood function
$$\mathcal{L}(\theta \mid X) = p(X \mid \theta)$$
To find the best fitting $$\theta$$ you have to look for such value that maximizes the conditional probability of $$\theta$$ given $$X$$. Here things start to get complicated, because you can have different views on what $$\theta$$ is. You may consider it as a fixed parameter, or as a random variable. If you consider it as fixed, then to find it's value you need to find such value of $$\theta$$ that maximizes the likelihood function (maximum likelihood method [ML]). On another hand, if you consider it as a random variable, then this means that it also has some distribution, so you need to make one more assumption about prior distribution of $$\theta$$, i.e. $$p(\theta)$$, and you will be using Bayes theorem for estimation
$$p(\theta \mid X) \propto p(X \mid \theta) \, p(\theta)$$
If you are not interested in estimating the posterior distribution of $$\theta$$ but only about point estimate that maximizes the posterior probability, then you will be using maximum a posteriori (MAP) method for estimating it.