Olga edited Methods Description.tex  over 9 years ago

Commit id: 5cf2438a37202f8df58f54c66a07afb577138383

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$T^{(t)}_j=P(Z_i=j|X_i=x_i,\theta^{(t)})=\frac{P(z_{j})f(x_i|\mu^{(t)}_{j}, \sigma^{2(t)}_{j})}{p^{(t)} f(x_i|\mu^{(t)}_{1}, \sigma^{2(t)}_{1})+(1-p^{(t)})f(x_i|\mu^{(t)}_{2}, \sigma^{2(t)}_{2})}$  $Q(\mathbf{\theta}|\mathbf{\theta^{(t)}})=E_{\textbf{z}|\textbf{x},\mathbf{\theta^{(t)}}}(\logL(\mathbf{\theta};\textbf{x};\textbf{z})) $Q(\mathbf{\theta}|\mathbf{\theta^{(t)}})=E_{\textbf{z}|\textbf{x},\mathbf{\theta^{(t)}}}(\log L(\mathbf{\theta};\textbf{x};\textbf{z}))  = E[( \log \prod \limits_{i=1}^n L(\mathbf{\theta};x_{i};z_{i})] = \sum\limits_{i=1}^n E[( \log L(\mathbf{\theta};x_{i};z_{i})] = \sum\limits_{i=1}^n \sum\limits_{j=1}^2 T^{(t)}_j[\logP(z_{j}) T^{(t)}_j[\log P(z_{j})  -\frac{1}{2}\log(2\pi) - \frac{1}{2}\log\sigma^{2}_{j} - \frac{(x_{i}-\mu_{j})^2}{2\sigma^{2}_{j}}]$ t - iterations, continue until |logL(t+1) -logL(t)| <10^{-3}