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Expectation-Maximization Algorithm, Explained

A comprehensive guide to the EM algorithm with intuitions, examples, Python implementation, and maths

YANG Xiaozhou
Towards Data Science
15 min readOct 20, 2020

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Hiking up Mt. Fuji is surprisingly similar to how EM finds the maximum likelihood estimates. Read on to find out why. Photo by Gilles Desjardins on Unsplash

Yes! Let’s talk about the expectation-maximization algorithm (EM, for short). If you are in the data science “bubble”, you’ve probably come across EM at some point in…

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Run, cycle, dive, and blog at http://yangxiaozhou.github.io/. But mostly working on my research in data-driven critical infrastructure system resilience.