What is the EM algorithm in Gaussian Mixture Models?

Updated May 15, 2026

Short answer

EM iteratively estimates parameters for mixture models.

Deep explanation

E-step assigns probabilities, M-step updates parameters.

Real-world example

Modeling customer purchase behavior distributions.

Common mistakes

  • Assuming EM guarantees global optimum.

Follow-up questions

  • What is latent variable?
  • Why use GMM?

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