Weighted EM algorithm?

#1
Hi,

I have written an EM algorithm for mixtures of gaussian distributions. However, my problem is that I would now like to "weight" the EM so that my output result is scaled according to some metric that I have. By metric, I actually mean a column of numbers. Would it be right to multiply those values with the posterior probabilities calculated in the E-step of the EM? Or multiply those values with the probability density calculated in the E-step again?

Thanks in advance

BR

Alex
 
#2
Need You Help

Hi,
even i ahve to implement EM algorithm for parametr learning in vb.net program. can you say how you have proceeded to write the program.i have understood the EM algorithm very cleary but i am not getting any idea to write the generalized program instead od writing for each condtion that is for each state with different parent combinations.

I need the help from you

Please dont ingonre
Thank you