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I am having problems finding a well thought out complete explanation of expectation maximization. Does anyone have a best source for someone completely new to this stuff?

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    Do you mean something other than the original paper, discussions, and rejoinder?2012-03-25
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    If you just want it for applications I think the wikipedia page is coherent. @cardinal If you want something rigorous, IIRC the original paper (Dempster, Laird, and Rubin) failed to rigorously prove that the EM algorithm converges to a local max.2012-03-25
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    @guy: Yes, but that is covered by Wu (1983) which is not hard to find either. :)2012-03-25
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    But are any of these good for someone who is a newbie at mathematics and statistics?2012-03-25
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    I am currently working on implementing such algorithm and have a convergence issue... My code converges to a solution after only the second step but it converges to a trivial solution, i.e. all-zero values in the solution. And I clearly don't expect that to be a solution... Has anyone ever encountered such convergence issue? I overlooked at my implementation and can't see why I get to that situation. Perhaps I don't fully understand what is going on in that iterative process... Any hint will be welcome.2012-08-30
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    It is most likely an initialization issue. E.g. if you are training a Gaussian mixture model and all mixture parameters are initialized to the same values (e.g. all means are the same), then you will end up with trivial solutions. Try randomizing the initial parameters.2012-08-30

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