The EM Algorithm
An intro to the EM algorithm with a difficult and detailed example!
In this article, I will introduce the EM algorithm.
I read it a while ago and was re-introduced to it by the Elements of Statistical learning
I present a few solutions to exercises and also solve a detailed example using the EM algorithm.
This will demonstrate both, the power, but also challenge of using the EM algorithm!
I have also implemented this in code that is also attached here!
I hope you enjoyed reading the article
Any feedback is greatly appreciated!