FAU Lecture Notes in Pattern Recognition
On Hidden Information and How to Estimate it…
The Expectation Maximization Algorithm
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Welcome back to Pattern Recognition! Today we want to look a bit more into the EM algorithm. In particular, we want to learn how to apply it to other problems. We will start with the so-called missing information principle.
Now the missing information principle is as simple as that the observable information is given as the complete information minus the hidden information.
