em

Introduction In the first post in this series we discussed Expectation Maximization (EM) type algorithms. In the post prior to this one we discussed regularization and showed how it leads to a bias-variance trade off in OLS models.

Introduction This is the first in a series of posts on Expectation Maximization (EM) type algorithms. Our goal will be to motivate some of the theory behind these algorithms. In later posts we will implement examples in C++, often with the help of the Eigen linear algebra library.