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a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.

19 votes
2 answers
6k views

Why should one use EM vs. say, Gradient Descent with MLE?

Mathematically, it's often seen that expressions and algorithms for Expectation Maximization (EM) are often simpler for mixed models, yet it seems that almost everything (if not everything) that can b …
Guillermo Angeris's user avatar