Online-EM-Algo

Implementation of "Online EM Algorithm for Latent Data Models" (Cappé O., Moulines E., 2007).

Run experiments

Run the following Python programs:

exp/cv_rate_experience.py for comparing convergence trajectories between OL1 and OL06.
exp/methods_experiments.py for comparing online EM with several step size and batch EM.

Jupyter notebook for testing: test.ipynb
Basic experiments are in exp/
Methods for Online EM implementation for Poisson Mixture model: src/online_EM.py, src/mixture_poisson.py
Classical batch EM: src/batch_EM.py

Slides for this project work is available in this repository.

Name		Name	Last commit message	Last commit date
Latest commit History 27 Commits
exp		exp
src		src
Online_EM_Algorithm___Slides.pdf		Online_EM_Algorithm___Slides.pdf
README.md		README.md
poisson-data-dist.png		poisson-data-dist.png
test.ipynb		test.ipynb