Probabilistic models are commonly used to model various forms of data, including physical, biological, seismic, etc. Much of their popularity can be attributed to the existence of efficient and robust procedures for learning parameters from observations. Often, however, the only data available for training a probabilistic model are incomplete. Missing values can occur which will not be sufficient to get the model. For example, in medical diagnosis, patient histories generally include results from a limited battery of tests. In gene expression clustering, incomplete data arise from the intentional omission of gene-to-cluster assignments in the probabilistic model. If we use regular techniques to estimate the underlying model, then we will get a wrong estimate. What do we do in these situations?   Continue reading “Expectation Maximization” →