A Comprehensive Guide to EM Algorithm (Including PDF Documentation) with MATLAB Implementation

Resource Overview

Detailed exploration of Expectation-Maximization algorithm with PDF reference materials and MATLAB implementation including code examples and technical explanations

Detailed Documentation

In this article, we conduct an in-depth examination of the Expectation-Maximization (EM) algorithm's technical details, providing PDF documentation for reference. Furthermore, we demonstrate the MATLAB implementation of the EM algorithm with comprehensive code examples and implementation explanations. We thoroughly detail each algorithmic step from parameter initialization to convergence criteria, enabling readers to understand the underlying mechanics of the algorithm. The MATLAB implementation covers key functions such as expectation step calculations using probability density functions and maximization step parameter updates. Through this guide, readers will acquire practical skills to apply EM algorithm for solving various statistical estimation problems and learn to adapt it to real-world scenarios with code customization techniques.