Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
NCTM or The Math Forum.


Alex
Posts:
46
Registered:
1/10/07


Expectation Maximization question
Posted:
Feb 22, 2008 3:01 PM


Hi,
I have written an EM algorithm for mixtures of gaussian distributions. However, my problem is that I would now like to "weight" the EM so that my output result is scaled according to some metric that I have. By metric, I actually mean a column of numbers. Would it be right to multiply those values with the posterior probabilities calculated in the Estep of the EM? Or multiply those values with the probability density calculated in the Estep again?
Thanks in advance
BR
Alex



