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An implementation of a classic Expectation-Maximization illustration

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EM tossing coins experiment

This is a simple implementation of Expectation-Maximization Algorithm given by Do and Batzoglou as coin-tossing game

For more information and the description of EM algorithm please read What is the expectation maximization algorithm? by Do and Batzoglou Link

You should read something like this, which corresponds to the illustration shown above.


You can play around with the initial parameters, just to make sure that you have a prior information that θ(A) should be greater or equal to θ(B).

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An implementation of a classic Expectation-Maximization illustration

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