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.

Structure

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

Slides for this project work is available in this repository.