What is the expectation maximization algorithm?

@article{Do2008WhatIT,
  title={What is the expectation maximization algorithm?},
  author={Chuong B. Do and Serafim Batzoglou},
  journal={Nature Biotechnology},
  year={2008},
  volume={26},
  pages={897-899}
}
897 don't know the coin used for each set of tosses. However, if we had some way of completing the data (in our case, guessing correctly which coin was used in each of the five sets), then we could reduce parameter estimation for this problem with incomplete data to maximum likelihood estimation with complete data. One iterative scheme for obtaining completions could work as follows: starting from some initial parameters, θ ˆ ˆ ˆ = θ Α ,θ Β (t) (t) (t) (), determine for each of the five sets… CONTINUE READING
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