Em Algorithm, Machine Learning, Data Mining, Jensens Inequality, Bayes Theorem.
updated to maximize L(q, θ) holding q(z) fixed in the Maximization step. Expectation Set q(z) = p(Z|X, θold) and substitute into L . Maximization Maximize L(p(Z|X, θold), θ) by holding q(z) fixed and varying θ. The two steps are guaranteed to always increase the likelihood and converge to at least