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  2. Expectation–maximization algorithm - Wikipedia

    en.wikipedia.org/wiki/Expectation–maximization...

    In statistics, an expectation–maximization (EM) algorithm is an iterative method to find (local) maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. [1]

  3. EM algorithm and GMM model - Wikipedia

    en.wikipedia.org/wiki/EM_Algorithm_And_GMM_Model

    The EM algorithm consists of two steps: the E-step and the M-step. Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step.

  4. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.

  5. Maximum a posteriori estimation - Wikipedia

    en.wikipedia.org/.../Maximum_a_posteriori_estimation

    An estimation procedure that is often claimed to be part of Bayesian statistics is the maximum a ... Via a modification of an expectation-maximization algorithm. This ...

  6. Naive Bayes classifier - Wikipedia

    en.wikipedia.org/wiki/Naive_Bayes_classifier

    This training algorithm is an instance of the more general expectation–maximization algorithm (EM): the prediction step inside the loop is the E-step of EM, while the re-training of naive Bayes is the M-step.

  7. Hidden Markov model - Wikipedia

    en.wikipedia.org/wiki/Hidden_Markov_model

    The Baum–Welch algorithm is a special case of the expectation-maximization algorithm. If the HMMs are used for time series prediction, more sophisticated Bayesian inference methods, like Markov chain Monte Carlo (MCMC) sampling are proven to be favorable over finding a single maximum likelihood model both in terms of accuracy and stability. [ 9 ]

  8. M-estimator - Wikipedia

    en.wikipedia.org/wiki/M-estimator

    The statistical procedure of evaluating an M-estimator on a data set is called M-estimation. The "M" initial stands for "maximum likelihood-type". The "M" initial stands for "maximum likelihood-type".

  9. Bayesian network - Wikipedia

    en.wikipedia.org/wiki/Bayesian_network

    Direct maximization of the likelihood (or of the posterior probability) is often complex given unobserved variables. A classical approach to this problem is the expectation-maximization algorithm , which alternates computing expected values of the unobserved variables conditional on observed data, with maximizing the complete likelihood (or ...