General EM Method
- Define likelihood function $Q(h' \,|\, h)$ which calculates $Y = X \union Z$ using
observed $X$ and current parameters $h$ to estimate $Z$
\[ Q(h' \,|\, h) \leftarrow E[ \ln P(Y \,|\, h') \,|\, h, X ] \]
- E step: Calculate $Q(h'\,|\,h)$ using the current hypothesis
$h$ and the observed data $X$ to estimate the probability distribution
over $Y$. \[ Q(h' \,|\, h) \leftarrow E[ \ln P(Y \,|\, h') \,|\, h, X ] \]
- M step: Replace hypothesis $h$ by the hypothesis $h'$
that maximizes this $Q$ function.
\[ h \leftarrow \argmax_{h'} Q(h' \,|\, h) \]
José M. Vidal
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