I have used the Bayes Net Toolbox to build a small network, which consists of 3 nodes and is shown below.
Node 1 is a Bernoulli random variable, node 2 is a Gaussian random variable and node 3 is a softmax random variable with 3 possible values. The data is incomplete, so I use the EM algorithm to estimate the parameters. But the log-likelihood decreases from the beginning and stops with the last two iterations being equal.
Does anyone know the possible solution to this situation?