In [[statistics]], an '''expectation–maximization''' ('''EM''') '''algorithm''' is an [[iterative method]] to find (local) [[maximum likelihood]] or [[maximum a posteriori]] (MAP) estimates of [[parameter]]s in [[statistical model]]s, where the model depends on unobserved [[latent variable]]s. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the [[Likelihood function#Log-likelihood|log-likelihood]] evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the ''E'' step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step. | In [[statistics]], an '''expectation–maximization''' ('''EM''') '''algorithm''' is an [[iterative method]] to find (local) [[maximum likelihood]] or [[maximum a posteriori]] (MAP) estimates of [[parameter]]s in [[statistical model]]s, where the model depends on unobserved [[latent variable]]s. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the [[Likelihood function#Log-likelihood|log-likelihood]] evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the ''E'' step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step. |