Em Algorithm, Machine Learning, Data Mining, Jensens Inequality, Bayes Theorem.
solving the Maximization step may still be simpler than the original problem. References [1] https://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm [2] Dempster, A.P.; Laird, N.M.; Rubin, D.B. (1977). “Maximum Likelihood from Incomplete Data via the EM Algorithm”. Journal of the