More EM Examples

by allenlu2007

Based on Andrew Ng’s lecture, there are more applications for EM algorithm.

 

1.  GMM: done in the previous article

2.  Naive Bayesian Mixture:  Two types:   multivariate binomial mixture;  multinomial mixture: commonly used in machine learning.

3.  Factor analysis: to reduce the dimension of observed data  (http://newgenerationresearcher.blogspot.tw/2009/02/factor-analysis.html)

 

以及其他的包含

* Kalman filter 的 A, C, Q, R estimation.

* Hidden markov model (HMM) 的 estimation? Baum Welch algorithm  (和以上應該是同一件事?)

* Possion random process: wavefront sensing

 

 

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