Machine Learning, Data Science, Statistics, Probability, Editors Pick.
correctness shows that improving Q(θ,θ*) causes P(X,Z|θ) to improve by at least as much if not more. Thus, the EM algorithm will always converge to a local maximum. Section 5. Recent Work and Conclusions Expectation-Maximization (EM) algorithm originally described by Dempster, Laird, and Rubin [1]