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