p3 ML

Moderator: Statistisches Maschinelles Lernen

linmen
Mausschubser
Mausschubser
Beiträge: 65
Registriert: 1. Mai 2006 11:40
Wohnort: Darmstadt

p3 ML

Beitrag von linmen »

is the maximal likelihood for multinomial distribution quite similar to gaussian distribution?

sroth
Dozentin/Dozent
Beiträge: 37
Registriert: 20. Sep 2007 15:00

Re: p3 ML

Beitrag von sroth »

Not really. The E-step of the EM algorithm looks somewhat similar, but otherwise no.

But just to make sure: All the formulas that you need to implement are given on the assignment sheet. You do not need to make any derivations.

linmen
Mausschubser
Mausschubser
Beiträge: 65
Registriert: 1. Mai 2006 11:40
Wohnort: Darmstadt

Re: p3 ML

Beitrag von linmen »

i'm quite confused. the formular is just for EM algorithm, not for ML...

linmen
Mausschubser
Mausschubser
Beiträge: 65
Registriert: 1. Mai 2006 11:40
Wohnort: Darmstadt

Re: p3 ML

Beitrag von linmen »

can't figure it out. better give it up

sroth
Dozentin/Dozent
Beiträge: 37
Registriert: 20. Sep 2007 15:00

Re: p3 ML

Beitrag von sroth »

The EM algorithm that you need to implement is actually doing (approximate) ML estimation.

If you look back at the slides for mixture models, you will notice that there is no closed form solution for exact ML estimation in mixture models. Hence we need to approximate somehow. The EM algorithm allows us to do that, because in every iteration the (incomplete) likelihood either goes up or stays the same.

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