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expectation maximization algorithm,EM algorithm
释义
expectation maximization algorithm,EM algorithm
Encyclopedia
理学
统计计算
释
expectation maximization algorithm,EM algorithm
EM算法
EM算法是一种用于处理不完全数据的统计模型中参数的最大似然估计或最大后验估计的迭代方法。EM算法的迭代是在一个期望步骤(简称E步)和一个最大化步骤(简称M步)间交替进行,其中E步是利用参数的当前估计值来构造对数似然期望值的一个函数,M步是对期望步得到的函数关于参数极大化,随后这些参数的估计值又用来确定下一个期望步中潜变量的分布。EM算法需要对待估参数指定初始值,E步和M步反复迭代,直至收敛,算法终止。
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