EM activity

From Computational Statistics (CSE383M and CS395T)
Jump to navigation Jump to search

Today's exercise is about this paper. Read it first.

1. Explain how every term in the formulation of the EM algorithm on the third line of slide 5 of segment 30 appears in the algorithm outlined in Figure 1(b) of the paper. (In other words, do for the algorithm in Figure 1(b) what slide 6 in the segment does for GMMs.) Whenever an equation can be made specific to the exact model in the paper, try to do so.

2. Implement both the algorithm outlined in Figure 1(b) of the paper and the naive algorithm given in the paragraph beginning “One iterative scheme for obtaining completions could work as follows:” in the third column of the first page of the paper. Compare the performance of these two algorithms on the data set in the paper.