Animations of EM algorithm with different initializations

(Note: videos below are given in both quicktime and mpeg formats; however, the quicktime videos tend to be higher quality and are therefore recommended. If you do not have quicktime installed, you can download the free player (Mac/Windows) from Apple.)
Below we illustrate the convergence of the EM algorithm for a 2d, annular region in the plane for different initial parameter values. The first example shows a reasonable initialization with good final parameter estimates; the second example shows a slightly worse initialization (intial covariances are too large) that nevertheless still converges to good final parameter values; finally, the third example shows a bad initialization that converges to poor final parameter values. In short, initial parameter settings matter.
Reasonable initialization
(400 x 400)
(high-quality, quicktime, 640 kb)
(lower-quality, mpeg, 276 kb)
Slightly worse initialization
(400 x 400)
(high-quality, quicktime, 1 Mb)
(lower-quality, mpeg, 680 kb)
Bad initialization
(400 x 400)
(high-quality, quicktime, 144 kb)
(lower-quality, mpeg, 60 kb)
Last updated Spetember 8, 2003 by Michael C. Nechyba