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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.
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In statistics, an expectation–maximization (EM) algorithm is an iterative method to find (local) maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the 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.
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在统计学中,期望最大化(EM)算法是一种寻找统计模型中(局部)极大似然或者最大后验(MAP)参数估计的迭代方法,其中的统计模型依赖于未观测到的潜在变量。EM迭代过程中交替执行期望(E)步和最大化(M)步;前者使用当前参数估计值建立对数似然函数的期望函数,后者计算能够最大化E步中获得的期望对数似然函数的参数。这些参数估计值将用于确定下一个E步中潜在变量的分布。
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在统计学中,期望最大化(EM)算法是一种在统计模型中寻找(局部)最大似然或最大后验(MAP)估计的迭代法,其中模型依赖于未观测的潜变量。EM 迭代在执行期望(e)步和最大化(m)步之间交替进行,前者为使用当前参数估计计算的对数似然的期望创建一个函数,后者计算参数最大化在 e 步中找到的期望对数似然。这些参数估计,然后用来确定分布的潜在变量在下一步 e。
       
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