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deEM-MM Algorithm: An Expectation maximization algorithm estimating ensemble weights for a Frequentist adaptive algorithm.
| 1: | input: y1×T, π0, τ |
| 2: | output: π |
| 3: | |
| 4: | ℓℓ ← [] |
| 5: | πM×1 = π0 |
| 6: | for j=1:maxIters do |
| 7: | ZM×T ← π × f(y) |
| 8: | Z ← Z∕colSum(Z) |
| 9: | π ← rowSum(Z) |
| 10: | π ← π∕ sum(π) |
| 11: | ℓℓ[j] ← computeLL(y,π) |
| 12: | if LL[j] - LL[j-1] < τ then |
| 13: | break |
| 14: | end if |
| 15: | return π |
| 16: | end for |
