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Re: Code for the algorithm EM


From: Søren Hauberg
Subject: Re: Code for the algorithm EM
Date: Fri, 14 Sep 2007 10:03:07 +0200
User-agent: Thunderbird 1.5.0.13 (X11/20070824)

address@hidden skrev:
Hi friends,

is there a code written in Octave for the algorithm EM?
The EM algorithm is a quite general algorithm, so I guess it depends on what you need the algorithm for. I have some code for the EM algorithm for estimating Gaussian Mixtures (I can send you this if you want). Kevin Murphy has a toolbox that contains the EM algorithm for hidden discrete Markov models at http://www.cs.ubc.ca/~murphyk/Software/HMM/hmm.html

Søren


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