Tuesday, July 15, 2008

Expectation-Maximization examples

Automatic data clustering is a quite interesting topic even for non-scientists. You can try it yourself. Here are two examples using the Expectation-Maximization algorithm:
  • http://lcn.epfl.ch/tutorial/english/gaussian/html/index.html
  • http://www.socr.ucla.edu/Applets.dir/MixtureEM.html
Compared to my E-M implementation, above examples use a bit more complex version of E-M algorithm, which produce clusters having "shape" of a rotated ellipse. My implementation doesn't rotate ellipses. I will soon implement my own Java E-M demo applet.

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