Em Algorithm, Machine Learning, Data Mining, Jensens Inequality, Bayes Theorem.
and vice-versa. With these 3 concepts mastered, the EM algorithm is more easily understood. The hidden variables Z also have a distribution q(Z). Introducing q(z) into the log likelihood as q(z)/q(z) = 1 and using the fact that the log function is concave, Jensen’s inequality gives an expectation