<p>I was trying to implement the EM algorithm (on GMM) in code, however, I was getting that in high dimension, I get numerical issues when computing the E-step:</p>

<p>$$p(j|x^{(t)}) = \frac{ p(j) N(x^{(t)} | j; \mu_j, \sigma^2_j) }{\sum^{K}_{j=1} p(j) N(x^{(t)} | j; \mu_j, \sigma^2_j)}$$</p>

<p>I was going to ask about different numerical or mathematical methods or any method that could make this equation be computed without a NaN or divided by zero issue.</p>

<p>Where is this question a good place to ask? I am sure people have run the EM algorithm before, so this should be a known issue and it seems that it should be well known how to fix it. Or at least I am sure I am not the first one to try to fix such an issue. Is CV a good site to ask this type of question?</p>

<p>This is a boundary code, mathematics, ML question so I was not sure where I could get a useful response.</p>
