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Understanding_the_EM_Algorithm
Codes for my blog post "Understanding the EM Algorithm" https://mistylight.github.io/posts/20115/
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The EM algorithm is very straightforward to understand with one or two proof-of-concept examples. However, if you really want to understand how it works, it may take a while to walk through the math. The purpose of this article is to establish a good intuition for you, while also provide the mathematical proofs for interested readers. The codes for all the examples mentioned in this article can be found at https://github.com/mistylight/Understanding_the_EM_Algorithm.