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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 22# ## Expectation Maximization Algorithm
33# ###########################################################################################
44
5- # An EM Algorithm for MVN-distributed Data with missing values
6- # Adapted from supplementary Material to the book Machine Learning: A Probabilistic Perspective
7- # Copyright (2010) Kevin Murphy and Matt Dunham
8- # found at https://github.com/probml/pmtk3/blob/master/toolbox/BasicModels/gauss/sub/gaussMissingFitEm.m
9- # and at https://github.com/probml/pmtk3/blob/master/toolbox/Algorithms/optimization/emAlgo.m
10-
115# what about random restarts?
126
13- # outer function ---------------------------------------------------------------------------
147"""
158 em_mvn(;
169 observed::SemObservedMissing,
2114
2215Estimates the covariance matrix and mean vector of the normal distribution via expectation maximization for `observed`.
2316Overwrites the statistics stored in `observed`.
17+
18+ Uses the EM algorithm for MVN-distributed data with missing values
19+ adapted from the supplementary material to the book *Machine Learning: A Probabilistic Perspective*,
20+ copyright (2010) Kevin Murphy and Matt Dunham: see
21+ [*gaussMissingFitEm.m*](https://github.com/probml/pmtk3/blob/master/toolbox/BasicModels/gauss/sub/gaussMissingFitEm.m) and
22+ [*emAlgo.m*](https://github.com/probml/pmtk3/blob/master/toolbox/Algorithms/optimization/emAlgo.m) scripts.
2423"""
2524function em_mvn (
2625 observed:: SemObservedMissing ;
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