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  (



* 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