Previously on our paper: Context-aware Location Annotation on Mobility Records through User Grouping, we use Viterbi algorithm for the inference of HMM. Viterbi algorithm is a specific algorithm under in framework of Expectation-Maximization (EM) algorithm. Recently when I look into the clustering algorithm with the help of JJ and Wenbo, I try to understand EM algorithm again.

See the following file for the process.

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