Archive for July, 2010

Notes on Variational EM algorithm

July 18, 2010 Leave a comment

This note is aimed for a beginner for variational EM algorithm. The note contains the following contents:

  1. motivation of variational EM
  2. Derivation in details
  3. Geometrical meaning of using KL divergence in variational EM
  4. Traditional EM vs. variational EM

Please download the note here. Your comments and suggestions are very appreciated.