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Good afternoon ,

Assume we have a dataset modeled by multinomial data of K cluster.

To apply EM algorithm parameters are :

$${\theta }^{\left(0\right)}=({p}_{k}^{\left(0\right)},k=1,\mathrm{\dots },K)$$

E-Step :

$$\hbox{ Pr }\left({z}_{i,k}=1\mid {X}_{i},{\theta }^{\left(t\right)}\right)=\frac{{P(X_{i}/C_{k}).}{p}_{k}^{\left(t\right)}}{{\sum }_{k=1}^{K}P(X_{i}/C_{k}).{p}_{k}^{\left(t\right)}},\forall $$

Where : ${z}_{i,k} = 1 $ if $ {X}_{i}\in C_{k} $

M-step :

$${n}_{k}^{(t+1)}={\displaystyle \sum _{i=1}^{N}}{z}_{i,k}^{(t+1)},\forall k$$

$${p}_{k}^{(t+1)}=\frac{{n}_{k}^{(t+1)}}{N},\forall k.$$

My question is how to estimate $ P(X_{i}/C_{k}) $ at E-step

Tou Mou
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