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I was researching on evaluation metrics to understand the performance of unsupervised anomaly detection algorithms and I came across this paper

The author suggests that EM and MV based numerical criteria are able to recover which algorithm is better than the other on some dataset (with potentially large dimensionality), without using labels.

Could someone explain the concept of EM?

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  • $\begingroup$ Quoting from What topics can I ask about here?:"If you have a question about the understanding of a machine learning model and its (theoretical) underpinnings, statistical modeling/analysis or probability theory, please refer to Cross Validated". $\endgroup$ – desertnaut Sep 24 '20 at 13:48

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