EMAlgorithm
EM算法具体例子为Gaussian Mixture Model,由k个component组成。$$P(z_k = 1) = \pi_k, \sum_k\pi_k = 1, 0 \le \pi_k \le 1$$$$P(x|z) = \prod_k\mathcal{N}(x|\mu_k,\Sigma_k)^{z_k}$$$$P(x) = \sum_zP(z)P(x|z) = \sum_k\pi_k\
EM算法具体例子为Gaussian Mixture Model,由k个component组成。$$P(z_k = 1) = \pi_k, \sum_k\pi_k = 1, 0 \le \pi_k \le 1$$$$P(x|z) = \prod_k\mathcal{N}(x|\mu_k,\Sigma_k)^{z_k}$$$$P(x) = \sum_zP(z)P(x|z) = \sum_k\pi_k\