A Component-Wise EM Algorithm for Mixtures - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1999

A Component-Wise EM Algorithm for Mixtures

Abstract

In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneous- ly. In this paper we focus on finite mixture estimation. In this framework, we propose a component-wise EM, which updates the parameters sequentially. We give an interpretation of this procedure as a proximal point algorithm and use it to prove the convergence. Illustrative numerical experiments show how our algorithm compares to EM and a version of the SAGE algorithm.
Fichier principal
Vignette du fichier
RR-3746.pdf (315.24 Ko) Télécharger le fichier

Dates and versions

inria-00072916 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00072916 , version 1

Cite

Gilles Celeux, Stéphane Chrétien, Florence Forbes, Abdallah Mkhadri. A Component-Wise EM Algorithm for Mixtures. [Research Report] RR-3746, INRIA. 1999. ⟨inria-00072916⟩
108 View
520 Download

Share

Gmail Facebook X LinkedIn More