FAU Lecture Notes in Pattern Recognition

How to Estimate Gaussians and their Mixtures

An Introduction to the Expectation-Maximization Algorithm

Image under CC BY 4.0 from the Pattern Recognition Lecture

These are the lecture notes for FAU’s YouTube Lecture “Pattern Recognition”. This is a full transcript of the lecture video & matching slides. The sources for the slides are available here. We hope, you enjoy this as much as the videos. This transcript was almost entirely machine generated using AutoBlog and only minor manual modifications were performed. If you spot mistakes, please let us know!

Navigation

Previous Chapter / Watch this Video / Next Chapter / Top Level

Welcome back everybody to pattern recognition. Today we want to look into a probabilistic estimation technique that allows us to estimate hidden information, the so-called expectation-maximization algorithm.

Image under CC BY 4.0 from the Pattern Recognition Lecture

So let’s look into our slides so the topic today is the expectation-maximization algorithm and we want to use it for parameter estimation. So the goal is the derivation of a parameter estimation technique that will be able to deal with…