General EM Problem

Given:

• Observed data $X=\{x_1, \ldots, x_m\}$
• Unobserved data $Z=\{z_1, \ldots, z_m\}$
• Parameterized probability distribution $P(Y\,|\,h)$, where
  1. $Y=\{y_1, \ldots, y_m\}$ is the full data $y_i = x_i \union z_i$ and $h$ are the parameters

Determine:

1. $h$ that (locally) maximizes $E[\ln P(Y\,|\,h)]$