EM检测 初级实例 多高斯混合 First, one of the k Normal distributions is selected at random. Second, a single random instance xi is generated according to this selected distribution. -EM algorithm (Dempster et al.1977)，a widely used approach to learning in the presence of unobserved variables. The EM algorithm can be used even for variables whose value is never directly observed, provided the general form of the probability distribution governing these variables is known.