Expectation-Maximization
Also known as EM
Overview
Expectation-Maximization (EM) estimates models with hidden variables by alternating an E-step, which infers latent-variable distributions, and an M-step, which updates model parameters. Its variants include generalized and gradient EM, stochastic and online EM, and variational EM, which trades exact inference for scalability. These methods are used in mixture models, hidden Markov models, incomplete-data imputation, and imaging, among other settings. A central challenge is that EM can depend on initialization and converge to local optima; stronger guarantees often require conditions such as component separation, while faster or approximate updates raise questions about accuracy and stability.
Latest papers
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