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There are many
ways to prove that EM improves
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the model.
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We will prove it
by showing that there is a single
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function that is
improved by both the E-step and
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the M-step.
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This
leads to efficient “variational” methods for
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fitting
models that are too complicated to
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allow
an exact E-step.
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Brendan
Frey will show how variational
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model-fitting
can be used for some tough
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vision
problems.
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