摘要
EM算法是实现极大似然估计的一种有效方法,主要用于非完全数据的参数估计。它通过假设隐变量的存在,极大地简化了似然方程;对于一些特殊的参数估计问题,利用EM算法也很容易实现。而极大似然估计是一种常用的参数估计方法,EM算法使其应用更加广泛。文章从应用者的角度出发,内容是自包含的。
EM algorithm is an effective method for maximum-likelihood estimate（MLE）,which is mainly used to estimate parameters of incomplete data.On the one hand,by assuming the existence of hidden variable in EM algorithm,the likelihood function are greatly simplified;on the other hand,some special parameters estimation can be easily realized by virtue of EM algorithm. MLE is a common parameters estimation method and EM algorithm makes its application more extensive.This tutorial is organized from users＇ points of view and its content is self-contained.
出处
《计算机工程与应用》
CSCD
北大核心
2008年第29期61-64,共4页
Computer Engineering and Applications
基金
广东省自然科学基金No.7010116
广东省科技计划项目No.2006B23004006~~
