em.m

来自「高斯分布期望优化（em）算法matlab实现」· M 代码 · 共 57 行

% EM algorithm

function [A, p, m, sigma2] = em( X,Y, Ainit, pinit, minit, Sigma2init, K, T, nit )

A = Ainit;
p = pinit;
m = minit;
sigma2 = Sigma2init;

for n = 1 : nit,
  n
   %%%%%%%%%%%%%%
   %Expectation Step
   %%%%%%%%%%%%%%%%% 
       %%%%%%%%%%%%% COMPLETER ICI %%%%%%%%%%%%

   %%%%%%%%%%%%%%%%%
   % Maximization Step
   %%%%%%%%%%%%%%%%%%    
       %%%%%%%%%%%% Calcul de GAMMA %%%%%%%%%%%%%%
       %%%%%%%%%%%%%% COMPLETER ICI %%%%%%%%%%%%%%
       gama = ........................
       gama = ........................  % Ne pas oublier de normaliser!

 
      
       %%%%%%% ACTUALISATION DES MOYENNES m %%%%%%%%%%
       %%%%%%%%% ET DES VARIANCES sigma2  %%%%%%%%%%%%
       %%%%%%%%% ET DE LA DISTRIBUTION INITIALE p %%%%
       %%%%%%%%% COMPLETER ICI            %%%%%%%%%%%%
       m = ....................................
       sigma2 = ..............................
       p = ..................................


      %%%%% CALCUL DE PSI  %%%%%%%
     psi = zeros(K, K, T-1);
     sum_=zeros(K, K);
     for t=1:T-1,
           psi(:, :, t) = ...............................    %%%% COMPLETER ICI %%%%%
           psi(:,:,t) = .................................    %%%% NORMALISATION %%%%%
           sum_ = sum_ + psi(:, :, t);      
     end;

     %%% ACTUALISATION DES PROBA DE TRANSITION (MATRICE A) %%%%%
     %%% COMPLETER ICI %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
     A = ....................................;

m
sigma2
A
p

keyboard;
end;