메뉴 건너뛰기




Volumn 38, Issue 12, 2005, Pages 2602-2611

On the correct convergence of the em algorithm for Gaussian mixtures

Author keywords

Correct convergence; EM algorithm; Gaussian mixture; Maximum likelihood estimate; Overlap measure

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DATA REDUCTION; MAPPING; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION;

EID: 25144432981     PISSN: 00313203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.patcog.2005.03.010     Document Type: Article
Times cited : (24)

References (16)
  • 1
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the em algorithm
    • A.P. Dempster, N.M. Laird, and D.B. Rubin Maximum likelihood from incomplete data via the EM algorithm J. R. Statist. Soc. B 39 1977 1 38
    • (1977) J. R. Statist. Soc. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 2
    • 0002210265 scopus 로고
    • On the convergence properties of the em algorithm
    • C.F.J. Wu On the convergence properties of the EM algorithm Ann. Statist. 11 1983 95 103
    • (1983) Ann. Statist. , vol.11 , pp. 95-103
    • Wu, C.F.J.1
  • 3
    • 0021404166 scopus 로고
    • Mixture densities, maximum likelihood, and the em algorithm
    • R.A. Redner, and H.F. Walker Mixture densities, maximum likelihood, and the EM algorithm SIAM Rev. 26 1984 195 239
    • (1984) SIAM Rev. , vol.26 , pp. 195-239
    • Redner, R.A.1    Walker, H.F.2
  • 4
    • 21344477603 scopus 로고
    • On the rate of convergence of the ECM algorithm
    • X.L. Meng On the rate of convergence of the ECM algorithm Ann. Statist. 22 1994 326 339
    • (1994) Ann. Statist. , vol.22 , pp. 326-339
    • Meng, X.L.1
  • 5
    • 0000315742 scopus 로고
    • The ECME algorithm: A simple extension of em and ECM with faster monotone convergence
    • C. Liu, and D.B. Rubin The ECME algorithm: a simple extension of EM and ECM with faster monotone convergence Biometrika 81 1994 633 648
    • (1994) Biometrika , vol.81 , pp. 633-648
    • Liu, C.1    Rubin, D.B.2
  • 6
    • 18244387717 scopus 로고    scopus 로고
    • The em algorithm - An old folk-song sung to a fast new tune
    • X.L. Meng, and D. van Dyk The EM algorithm - an old folk-song sung to a fast new tune J. R. Statist. Soc. B 59 1997 511 567
    • (1997) J. R. Statist. Soc. B , vol.59 , pp. 511-567
    • Meng, X.L.1    Van Dyk, D.2
  • 7
    • 0033243858 scopus 로고    scopus 로고
    • Convergence of a stochastic approximation version of the em algorithm
    • B. Delyon, M. Lavielle, and E. Moulines Convergence of a stochastic approximation version of the EM algorithm Ann. Statist. 27 1999 94 128
    • (1999) Ann. Statist. , vol.27 , pp. 94-128
    • Delyon, B.1    Lavielle, M.2    Moulines, E.3
  • 8
    • 80051593425 scopus 로고
    • Maximizing likelihood computations with repeated measures: Application of the em algorithm
    • N. Laird, N. Lange, and D. Stram Maximizing likelihood computations with repeated measures: application of the EM algorithm J. Amer. Statist. Assoc. 82 1987 97 105
    • (1987) J. Amer. Statist. Assoc. , vol.82 , pp. 97-105
    • Laird, N.1    Lange, N.2    Stram, D.3
  • 9
    • 21144460553 scopus 로고
    • Conjugate gradient acceleration of the em algorithm
    • M. Jamshidian, and R.I. Jennrich Conjugate gradient acceleration of the EM algorithm J. Am. Statist. Assoc. 88 1993 221 228
    • (1993) J. Am. Statist. Assoc. , vol.88 , pp. 221-228
    • Jamshidian, M.1    Jennrich, R.I.2
  • 10
    • 0002414768 scopus 로고
    • A quasi-Newtonian acceleration of the em algorithm
    • K. Lange A quasi-Newtonian acceleration of the EM algorithm Statistica Sinica 5 1995 1 18
    • (1995) Statistica Sinica , vol.5 , pp. 1-18
    • Lange, K.1
  • 11
    • 0001508169 scopus 로고    scopus 로고
    • Parameter expansion to accelerate EM: The PX-EM algorithm
    • C. Liu, D.B. Rubin, and Y. Wu Parameter expansion to accelerate EM: the PX-EM algorithm Biometrika 85 1998 755 770
    • (1998) Biometrika , vol.85 , pp. 755-770
    • Liu, C.1    Rubin, D.B.2    Wu, Y.3
  • 12
    • 2342533082 scopus 로고    scopus 로고
    • On convergence properties of the em algorithm for Gaussian mixtures
    • L. Xu, and M.I. Jordan On convergence properties of the EM algorithm for Gaussian mixtures Neural Comput. 8 1996 129 151
    • (1996) Neural Comput. , vol.8 , pp. 129-151
    • Xu, L.1    Jordan, M.I.2
  • 13
    • 0037735771 scopus 로고    scopus 로고
    • Asymptotic convergence rate of the em algorithm for Gaussian mixtures
    • J. Ma, L. Xu, and M.I. Jordan Asymptotic convergence rate of the EM algorithm for Gaussian mixtures Neural Comput. 12 2000 2881 2907
    • (2000) Neural Comput. , vol.12 , pp. 2881-2907
    • Ma, J.1    Xu, L.2    Jordan, M.I.3
  • 14
    • 24144442632 scopus 로고    scopus 로고
    • Asymptotic convergence properties of the em algorithm with respect to the overlap in the mixture
    • in press
    • J. Ma, L. Xu, Asymptotic convergence properties of the EM algorithm with respect to the overlap in the mixture, Neurocomputing, in press.
    • Neurocomputing
    • Ma, J.1    Xu, L.2
  • 15
    • 0040684848 scopus 로고    scopus 로고
    • Comparative analysis on convergence rates of the em algorithms and its two modifications for Gaussian mixtures
    • L. Xu Comparative analysis on convergence rates of the EM algorithms and its two modifications for Gaussian mixtures Neural Processing Lett. 6 1997 69 76
    • (1997) Neural Processing Lett. , vol.6 , pp. 69-76
    • Xu, L.1
  • 16
    • 0003430494 scopus 로고
    • Matrix derivatives
    • Marcel Dekker, New York
    • S.R. Gerald, Matrix derivatives, in: Lecture Notes in Statistics, vol. 2, Marcel Dekker, New York, 1980.
    • (1980) Lecture Notes in Statistics , vol.2
    • Gerald, S.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.