EM Algorithm: Lite-bulbs Lifetime Estimation

In course

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Description

This lecture covers the EM algorithm applied to estimate the lifetime of lite-bulbs with unknown mean. It explains the E-step and M-step of the algorithm, including log-likelihood computation and complete update rules. The lecture also discusses the EM algorithm for heavy-bulbs with a uniform distribution, convergence, and comparison with MLE solutions.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_uliobpkc

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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