observed vs. complete in EM algorithm
While answering a question related with the EM algorithm on X validated, I realised a global (or generic) feature of the (objective) E function, namely that
can always be written as
therefore always includes the (log-) observed likelihood, at least in this formal representation. While the proof that EM is monotonous in the values of the observed likelihood uses this decomposition as well, in that
I wonder if the appearance of the actual target in the temporary target E(θ’|θ) can be exploited any further.
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