From expectation maximization to stochastic variational inference

Update, Dec. 17^th 2019: This article is superseded by the following two articles:

• Latent variable models - part 1: Gaussian mixture models and the EM algorithm
• Latent variable models - part 2: Stochastic variational inference and variational autoencoders

The variational autoencoder code of the superseded article is still used in other articles and kept here for further reference.