Em Algorithm, Machine Learning, Data Mining, Jensens Inequality, Bayes Theorem.
expressed as shown below. The equation can be simplified by using p(X | θ) = p(X, θ)/p(θ). Jensen’s Inequality is the second result needed to obtain the EM algorithm. For concave functions f(x), the expectation of f(x), E[f(x)], is less than or equal to first applying the function and then taking