Machine Learning, Data Science, Statistics, Probability, Editors Pick.
likelihood P(X,Z|θ); however, maximizing this value is difficult because we need to marginalize over Z in order to obtain the likelihood P(X|θ) (for more details, see Appendix “Intractability of Log Likelihood”). Instead, the EM algorithm maximizes Q(θ,θ*) which is related to P(X|θ) but is easier