We describe the maximum-likelihood parameter estimation problem and how the ExpectationMaximization form of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the
AGentleTutorialoftheEMAlgorithm
anditsApplicationtoParameter
EstimationforGaussianMixtureand
HiddenMarkovModelsJeffA.Bilmes(bilmes@cs.berkeley.edu)
InternationalComputerScienceInstitute
BerkeleyCA,94704
and
ComputerScienceDivision
DepartmentofElectricalEngineeringandComputerScience
U.C.Berkeley
TR-97-021
April1998
Abstract
Wedescribethemaximum-likelihoodparameterestimationproblemandhowtheExpectation-Maximization(EM)algorithmcanbeusedforitssolution.We rstdescribetheabstractformoftheEMalgorithmasitisoftengivenintheliterature.WethendeveloptheEMpa-rameterestimationprocedurefortwoapplications:1) ndingtheparametersofamixtureofGaussiandensities,and2) ndingtheparametersofahiddenMarkovmodel(HMM)(i.e.,theBaum-Welchalgorithm)forbothdiscreteandGaussianmixtureobservationmodels.Wederivetheupdateequationsinfairlyexplicitdetailbutwedonotproveanyconver-genceproperties.Wetrytoemphasizeintuitionratherthanmathematicalrigor.
A Gentle Tutorial of the EM(Expectation Maximization) Algorithm and its Application to Parameter Estimation for Gaussian Mixture 1 Reference Jeff A. Bilmes...
A gentle tutorial on the EM algorithm and its application to parameter estimation for gaussian mixture and hidden Markov models[R].Berkeley,CA:Technical ...
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In Proceedings of ANLP-92. 4. A Gentle Tutorial on the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov ...
A Gentle Tutorial of the EM(Expectation Maximization) Algorithm and its Application to Parameter Estimation for Gaussian Mixture 1 Reference Jeff A. Bilmes...
EM原理介绍_工学_高等教育_教育专区。EM算法介绍EM算法备忘录,里面跳过部分的... A Gentle Tutorial of the EM Algorithm and its Application to Parameter ...
A. Bilmes. A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models. Technical ...
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A. Bilmes et al “A Gentle Tutorial of the EM Algorithm and its application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models” 1998...
A Gentle Tutorial of t... 15页 1下载券 基于EM算法隐Markov模型... 4..."A Gentle Tutorial of the EM Algorithm and its Application to Parameter ...
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