Stokastik

Machine Learning, AI and Programming

Expectation Maximization with an Example

In the last post, we introduced a technique called the Maximum Likelihood Estimation (MLE) to estimate unknown parameters of a probability distribution given a set of observations. Although it is a very useful technique, but it assumes that all information about the observation is available to us. Consider the example of a two coin toss : "Given two coins A and B, with probability of heads being 'p' and 'q' […]

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Maximum Likelihood Estimation

Observations from a probability distribution, depends on the parameters of that model. For example, given an unbiased coin with equal probability of landing heads as well as tails, what is probability of observing the sequence "HHTH". Our knowledge from probability theory says that since the toss of a coin follows the binomial distribution, the probability of the observation should be 0.54 = 0.0625, but what if the coin was biased and the […]

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