A Gentle Tutorial on the EM Algorithm Including Gaussian Mixtures and Baum-Welch

TitleA Gentle Tutorial on the EM Algorithm Including Gaussian Mixtures and Baum-Welch
Publication TypeTechnical Report
Year of Publication1997
AuthorsBilmes, J. A.
Other Numbers1087
Abstract

We introduce maximum-likelihood, the general EM algorithm, and two examples, Gaussian mixture densities and the Baum-Welch algorithm. We do not discuss the convergence properties.

URLhttp://www.icsi.berkeley.edu/ftp/global/pub/techreports/1997/tr-97-021.pdf
Bibliographic Notes

ICSI Technical Report TR-97-021

Abbreviated Authors

J. Bilmes

ICSI Publication Type

Technical Report