메뉴 건너뛰기




Volumn 51, Issue 11, 2007, Pages 5339-5351

Constrained monotone EM algorithms for finite mixture of multivariate Gaussians

Author keywords

Eigenvalues; EM algorithm; Mixture models; Monotonicity

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; EIGENVALUES AND EIGENFUNCTIONS; GAUSSIAN DISTRIBUTION; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION;

EID: 34247869709     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.10.011     Document Type: Article
Times cited : (71)

References (18)
  • 2
    • 0027453616 scopus 로고
    • Model-based Gaussian and non-Gaussian clustering
    • Banfield J.D., and Raftery A.E. Model-based Gaussian and non-Gaussian clustering. Biometrics 49 (1993) 803-821
    • (1993) Biometrics , vol.49 , pp. 803-821
    • Banfield, J.D.1    Raftery, A.E.2
  • 3
    • 34247853930 scopus 로고    scopus 로고
    • Biernacki, C., 2004a. Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures for grouped data and behaviour of the EM algorithm. Technical Report, Université de Franche-Comté.
  • 4
    • 34247875213 scopus 로고    scopus 로고
    • Biernacki, C., 2004b. An asymptotic upper bound of the likelihood to prevent Gaussian mixtures from degenerating. Technical Report, Université de Franche-Comté.
  • 5
    • 0037441926 scopus 로고    scopus 로고
    • Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM
    • Biernacki C., and Chrétien S. Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM. Statist. Probab. Lett. 61 (2003) 373-382
    • (2003) Statist. Probab. Lett. , vol.61 , pp. 373-382
    • Biernacki, C.1    Chrétien, S.2
  • 7
    • 0029305528 scopus 로고
    • Gaussian parsimonious clustering models
    • Celeux G., and Govaert G. Gaussian parsimonious clustering models. Pattern Recognition 28 (1995) 781-793
    • (1995) Pattern Recognition , vol.28 , pp. 781-793
    • Celeux, G.1    Govaert, G.2
  • 8
    • 0038784399 scopus 로고    scopus 로고
    • Penalized maximum likelihood estimator for normal mixtures
    • Ciuperca G., Ridolfi A., and Idier J. Penalized maximum likelihood estimator for normal mixtures. Scand. J. Statist. 30 (2003) 45-59
    • (2003) Scand. J. Statist. , vol.30 , pp. 45-59
    • Ciuperca, G.1    Ridolfi, A.2    Idier, J.3
  • 9
    • 0035998835 scopus 로고    scopus 로고
    • Model-based clustering, discriminant analysis and density estimation
    • Frayley C., and Raftery A.E. Model-based clustering, discriminant analysis and density estimation. J. Amer. Statist. Assoc. 97 (2002) 611-631
    • (2002) J. Amer. Statist. Assoc. , vol.97 , pp. 611-631
    • Frayley, C.1    Raftery, A.E.2
  • 10
    • 0001354471 scopus 로고
    • A constrained formulation of maximum-likelihood estimation for normal mixture distributions
    • Hathaway R.J. A constrained formulation of maximum-likelihood estimation for normal mixture distributions. Ann. Statist. 13 (1985) 795-800
    • (1985) Ann. Statist. , vol.13 , pp. 795-800
    • Hathaway, R.J.1
  • 12
    • 34247898329 scopus 로고    scopus 로고
    • A likelihood-based constrained algorithm for multivariate normal mixture models
    • Ingrassia S. A likelihood-based constrained algorithm for multivariate normal mixture models. Statist. Methods Appl. 13 (2004) 151-166
    • (2004) Statist. Methods Appl. , vol.13 , pp. 151-166
    • Ingrassia, S.1
  • 13
    • 34247846821 scopus 로고    scopus 로고
    • Monotone constrained EM algorithms for multinormal mixture models
    • Zani S., Cerioli A., Riani M., and Vichi M. (Eds), Springer, Berlin
    • Ingrassia S., and Rocci R. Monotone constrained EM algorithms for multinormal mixture models. In: Zani S., Cerioli A., Riani M., and Vichi M. (Eds). Data Analysis, Classification and the Forward Search (2006), Springer, Berlin 111-118
    • (2006) Data Analysis, Classification and the Forward Search , pp. 111-118
    • Ingrassia, S.1    Rocci, R.2
  • 16
    • 0000251971 scopus 로고
    • Maximum likelihood estimation via the ECM algorithm: a general framework
    • Meng X.L., and Rubin D.B. Maximum likelihood estimation via the ECM algorithm: a general framework. Biometrika 80 (1993) 267-278
    • (1993) Biometrika , vol.80 , pp. 267-278
    • Meng, X.L.1    Rubin, D.B.2
  • 18
    • 0016772932 scopus 로고
    • An inequality with applications to multivariate analysis
    • Theobald C.M. An inequality with applications to multivariate analysis. Biometrika 62 (1975) 461-466
    • (1975) Biometrika , vol.62 , pp. 461-466
    • Theobald, C.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.