Applicable scenario : Existence as Unmeasured variable Under the circumstances , Estimate the model parameters .

EM Algorithm :

input: Observation data Y, For observational data Z, Joint distribution P(Y,Z|θ), Conditional distribution P(Z|Y,θ)

output: Model parameters θ

step :

(1) Choose the initial value of the parameter to iterate

(2)E Step : Expect

(3)M Step : Maximize the current θ

(4) repeat (2)(3) We know that the algorithm converges

Example : The different shapes of Peas .

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