gmjw.github.io

Welcome

Some pages discussing mathematical ideas I like.

The EM algorithm

The EM algorithm is a really clever way of optimising our estimates of parameters when we’re handling a combination of both observed and hidden data.

I have a few notebooks explaining how the algorithm can be derived and applied.

EM algorithm derivation

Example 1: coin biases

Example 2: geyser eruptions (not yet quite finished!)