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Let $Y$ denote a Gaussian random variable characterized by a mean $\mu$ and a variance $\sigma^2$. Consider $N$ independent and identically distributed (i.i.d.) copies of $Y$, denoted as $Y_1, Y_2, \...

Consider the problem where we want to find a maximum likelihood estimate of $\theta$, given $X$ and $$P_\theta(Y) = \sum_z P_\theta(Y,x)$$ where $x$ is a latent variable. I know that the soft EM ...