BayesianStuff - Methods

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Bayesian Stuff

This page is for notes relating to various issues related to statistical modelling with a Bayesian flavour.

  • [#EmAlgorithm | EM (Expectation Maximisation) Algorithm]

  • MCMC (Markov Chain Monte Carlo) methods

EM (Expectation Maximisation) Algorithm

[attachment:bilmes-em-algorithm.pdf Jeff A. Bilmes (1997)] A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models. Uploaded from http://ssli.ee.washington.edu/people/bilmes/mypapers/em.ps.gz