Suppose in the M-step of EM algorithm, the denominator of some parameters are matrix and they are non-invertible, we would use pseudo inverse matrix instead of it. If so, would the log likelihood still always increase?
I couldn't give a specific case and I fabricated this question. If you really need one, you could follow the EM algorithm of wiki page. In the filtering and smoothing part. suppose the denominator are matrix and the sum of them are not invertible, so what would happen for the loglikelihood? Still always increase?