EM Algorithm for Estimating Unknown Data

Resource Overview

The EM (Expectation-Maximization) algorithm for estimating unknown data is widely applicable and can be used for synchronization tasks, among other implementations involving iterative probability estimation.

Detailed Documentation

In data science, the EM algorithm, known as the Expectation-Maximization algorithm, is extensively employed across various scenarios. This iterative algorithm is utilized to infer data distributions from incomplete or error-prone datasets. Beyond synchronization applications, it serves clustering, classification, and anomaly detection tasks through its two-phase approach: an E-step computing expected log-likelihood using current parameters, and an M-step updating parameters to maximize this expectation. Variants like Gaussian Mixture Models (implemented via scikit-learn's GaussianMixture class) and Hidden Markov Models (using libraries like hmmlearn) further adapt the algorithm to diverse data types and applications by modeling complex probability distributions.