
Chapter 13
The EM Algorithm
13.1 Overview ......................................................... 183
13.2 A Non-Stochastic Formulation of EM ........................... 184
13.2.1 The Continuous Case .................................... 185
13.2.2 The Discrete Case ....................................... 185
13.3 The Stochastic EM Algorithm ................................... 186
13.3.1 The E-step and M-step .................................. 186
13.3.2 Difficulties with the Conventional Formulation ......... 187
13.3.3 An Incorrect Proof ...................................... 188
13.3.4 Acceptable Data ......................................... 189