메뉴 건너뛰기




Volumn 76, Issue 18, 2006, Pages 2001-2006

Almost sure convergence of Titterington's recursive estimator for mixture models

Author keywords

Almost sure convergence; Incomplete data; Mixture model; Recursive estimation; Regular exponential family; Stochastic approximation

Indexed keywords


EID: 33749682432     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.05.017     Document Type: Article
Times cited : (25)

References (18)
  • 4
    • 0030242092 scopus 로고    scopus 로고
    • General results on the convergence of stochastic algorithms
    • Delyon B. General results on the convergence of stochastic algorithms. IEEE Trans. Automat. Control 41 9 (1996) 1245-1255
    • (1996) IEEE Trans. Automat. Control , vol.41 , Issue.9 , pp. 1245-1255
    • Delyon, B.1
  • 5
    • 0002629270 scopus 로고
    • Maximum likelihood estimation from incomplete data via the EM algorithm
    • Dempster A., Laird N., and Rubin D. Maximum likelihood estimation from incomplete data via the EM algorithm. J. R. Statist. Soc. Ser. B 39 (1977) 1-38
    • (1977) J. R. Statist. Soc. Ser. B , vol.39 , pp. 1-38
    • Dempster, A.1    Laird, N.2    Rubin, D.3
  • 7
    • 0000083279 scopus 로고
    • On asymptotically efficient recursive estimation
    • Fabian V. On asymptotically efficient recursive estimation. Ann. Statist. 6 4 (1978) 854-866
    • (1978) Ann. Statist. , vol.6 , Issue.4 , pp. 854-866
    • Fabian, V.1
  • 9
    • 0031103160 scopus 로고    scopus 로고
    • Online adaptive learning of the continuous density hidden Markov model based on approximate recursive Bayes estimate
    • Huo Q., and Lee C. Online adaptive learning of the continuous density hidden Markov model based on approximate recursive Bayes estimate. IEEE Trans. Speech Audio Process. 5 2 (1997) 161-172
    • (1997) IEEE Trans. Speech Audio Process. , vol.5 , Issue.2 , pp. 161-172
    • Huo, Q.1    Lee, C.2
  • 11
    • 33749663780 scopus 로고    scopus 로고
    • Lazarev, V., 1992. Convergence of stochastic approximation procedures in the case of a regression equation with several roots. Probl. Inform. Transmission 66-78.
  • 14
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • Robbins H., and Monro S. A stochastic approximation method. Ann. Math. Statist. 22 (1951) 400-407
    • (1951) Ann. Math. Statist. , vol.22 , pp. 400-407
    • Robbins, H.1    Monro, S.2
  • 15
    • 0001526001 scopus 로고
    • A quasi-Bayes sequential procedure for mixtures
    • Smith A., and Makov U. A quasi-Bayes sequential procedure for mixtures. J. R. Statist. Soc. Ser. B 40 1 (1978) 106-112
    • (1978) J. R. Statist. Soc. Ser. B , vol.40 , Issue.1 , pp. 106-112
    • Smith, A.1    Makov, U.2
  • 16
    • 0001593436 scopus 로고
    • Recursive parameter estimation using incomplete data
    • Titterington D. Recursive parameter estimation using incomplete data. J. R. Statist. Soc. B 46 (1984) 257-267
    • (1984) J. R. Statist. Soc. B , vol.46 , pp. 257-267
    • Titterington, D.1
  • 17
    • 0035440798 scopus 로고    scopus 로고
    • Online Bayesian tree-structured transformation of HMMs with optimal model selection for speaker adaptation
    • Wang S., and Zhao Y. Online Bayesian tree-structured transformation of HMMs with optimal model selection for speaker adaptation. IEEE Trans. Speech Audio Process. 9 3 (2001) 663-677
    • (2001) IEEE Trans. Speech Audio Process. , vol.9 , Issue.3 , pp. 663-677
    • Wang, S.1    Zhao, Y.2
  • 18
    • 0025494624 scopus 로고
    • Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure
    • Weinstein E., Feder M., and Oppenheim A. Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure. IEEE Trans. Acoustics Speech Signal Process. 38 9 (1990) 1652-1654
    • (1990) IEEE Trans. Acoustics Speech Signal Process. , vol.38 , Issue.9 , pp. 1652-1654
    • Weinstein, E.1    Feder, M.2    Oppenheim, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.