Understanding numerical example of expectation maximization I was trying to understand Expectation maximization algorithm. This is how it is defined in Andrew Ng's Stanford CS229 course:

$$ 
\text{Repeat until convergence \{}\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad  \\ 
\text{(E-step) For each i, set} \quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\\
Q_{i}\left(z^{(i)}\right):=p\left(z^{(i)} \mid x^{(i)} ; \theta\right) \\
\text{(M-step) Set} \quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad \\
\begin{aligned}
\theta &:=\arg \max _{\theta} \sum_{i=1}^{n} \operatorname{ELBO}\left(x^{(i)} ; Q_{i}, \theta\right) \\
&=\arg \max _{\theta} \sum_{i} \sum_{z^{(i)}} Q_{i}\left(z^{(i)}\right) \log \frac{p\left(x^{(i)}, z^{(i)} ; \theta\right)}{Q_{i}\left(z^{(i)}\right)}
\end{aligned}\\
\}\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad
$$

Then I searched for the example and found this coin flip example. It explains the end part of E-step and M-step as follows:



Though I followed both sources individually, I am unable to see how above calculations for $\theta_a^1$ and $\theta_b^1$ in M-step map to Andrew's M-step. Are these steps map-able / similarly done in both sources?
PS: I tried mapping various equations in both sources:

*

*Example's $E=HTH...HT$ is Andrew's $x$

*$\theta$ is coin bias

*Example's $Z_i$ is Andrew's $Z^{(i)}$ and is event that we chose coin $i$

*$Q$ is distribution of $Z$, that is probabilities with which coins will be chosen

*Example's $P(E|Z_A)$ is Andrew's p(x,z;\theta)

*Example's $P(Z_A|E)$ is Andrew's $Q_i(z^{(i)})=p(z^{(i)}|x^{(i)};\theta)$

Looking at the ELBO equation in Andrew Ng's course, we have a model p representing the data generation process from latent to observable, and an approximation of this model with Q. The ELBO aims to optimise a function such that Q is as close to p as possible, thus giving Q a good fit of p.
This is what the argmax in the M-step finds, the distance here is a probability distance called the KL divergence, read more about this and feel free to ask a question here on it.
So now we know that Q attempts to find a good model to fit p, what is the M-step in the coin flipping example doing and how is it related? Given it is a binomial probability, look up the expectation of a series of coin flips, and the estimation of the probability parameter.
Try and piece together the probability parameter estimation and the M-step above. The M-step is to update the parameters, which here is the estimation of the probability parameter. This should be helpful - give it a go
Also, if you are looking for more examples and some code that displays how the EM algorithm works, I can provide more advice if you are interested in learning about it.
