**Remark 3.**


*CML-step: Update q*(*k*) *by maximizing the constrained actual log-likelihood function, i.e.*

$$
\hat{q}^{(k+1)} \quad = \text{ } \text{arg}\, \text{max}\_{\mathbb{Q}} \; \ell \left( \hat{\sigma}^{(k+1)}, q \right).
$$
