메뉴 건너뛰기




Volumn 19, Issue 11, 2008, Pages 1956-1961

Fast ML estimation for the mixture of factor analyzers via an ECM algorithm

Author keywords

Alternating expectation conditional maximization (AECM); Expectation conditional maximization (ECM); Expectation maximization (EM); Maximum likelihood estimation (MLE); Mixture of factor analyzers (MFA)

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ELECTRIC DISCHARGE MACHINING; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; MAXIMUM PRINCIPLE; MIXTURES; NUMERICAL METHODS; PRINCIPAL COMPONENT ANALYSIS; SPEECH ANALYSIS; VECTORS;

EID: 56449104991     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2008.2003467     Document Type: Article
Times cited : (27)

References (14)
  • 2
    • 0037469105 scopus 로고    scopus 로고
    • Modelling high-dimensional data by mixtures of factor analyzers
    • Jan
    • G. J. McLachlan, D. Peel, and R. W. Bean, "Modelling high-dimensional data by mixtures of factor analyzers," Comput. Statist. Data Anal. vol. 41, pp. 379-388, Jan. 2003.
    • (2003) Comput. Statist. Data Anal , vol.41 , pp. 379-388
    • McLachlan, G.J.1    Peel, D.2    Bean, R.W.3
  • 3
    • 34247855883 scopus 로고    scopus 로고
    • Extension of the mixture of factor analyzers model to incorporate the multivariate t distribution
    • G. McLachlan, R. Bean, and L. B.-T. Jones, "Extension of the mixture of factor analyzers model to incorporate the multivariate t distribution," Comput. Statist. Data Anal., vol. 51, pp. 5327-5338, 2007.
    • (2007) Comput. Statist. Data Anal , vol.51 , pp. 5327-5338
    • McLachlan, G.1    Bean, R.2    Jones, L.B.-T.3
  • 4
    • 0033556788 scopus 로고    scopus 로고
    • Mixtures of probabilistic principal component analyzers
    • M. E. Tipping and C. M. Bishop, "Mixtures of probabilistic principal component analyzers," Neural Comput., vol. 11, pp. 443-482, 1999.
    • (1999) Neural Comput , vol.11 , pp. 443-482
    • Tipping, M.E.1    Bishop, C.M.2
  • 5
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data using the EM algorithm (with discussion)
    • A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum likelihood from incomplete data using the EM algorithm (with discussion)," J. Roy. Statist. Soc. B, vol. 39, no. 1, pp. 1-38, 1977.
    • (1977) J. Roy. Statist. Soc. B , vol.39 , Issue.1 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 6
    • 18244387717 scopus 로고    scopus 로고
    • The EM algorithm - An old folk-song sung to a fast new tune
    • X. L. Meng and D. A. van Dyk, "The EM algorithm - An old folk-song sung to a fast new tune," J. Roy. Statist. Soc. B, vol. 59, no. 3, pp. 511-567, 1997.
    • (1997) J. Roy. Statist. Soc. B , vol.59 , Issue.3 , pp. 511-567
    • Meng, X.L.1    van Dyk, D.A.2
  • 7
    • 41549124138 scopus 로고    scopus 로고
    • ML Estimation for factor analysis: EM or non-EM?
    • J. Zhao, P. L. H. Yu, and Q. Jiang, "ML Estimation for factor analysis: EM or non-EM?," Statist. Comput., vol. 18, no. 2, pp. 109-123, 2008.
    • (2008) Statist. Comput , vol.18 , Issue.2 , pp. 109-123
    • Zhao, J.1    Yu, P.L.H.2    Jiang, Q.3
  • 8
    • 34250232348 scopus 로고
    • EM Algorithms for factorMLanalysis
    • D. B. Rubin and T. T. Thayer, "EM Algorithms for factorMLanalysis," Psychometrika, vol. 47, pp. 69-76, 1982.
    • (1982) Psychometrika , vol.47 , pp. 69-76
    • Rubin, D.B.1    Thayer, T.T.2
  • 9
    • 22944474285 scopus 로고    scopus 로고
    • On the slow convergence of EM and VBEM in low-noise linear models
    • K. B. Petersen, O. Winther, and L. K. Hansen, "On the slow convergence of EM and VBEM in low-noise linear models," Neural Comput., vol. 17, no. 9, pp. 1921-1926, 2005.
    • (2005) Neural Comput , vol.17 , Issue.9 , pp. 1921-1926
    • Petersen, K.B.1    Winther, O.2    Hansen, L.K.3
  • 10
    • 0001766512 scopus 로고
    • Some contributions to maximum likelihood factor analysis
    • K. G. Jöreskog, "Some contributions to maximum likelihood factor analysis," Psychometrika, vol. 32, no. 4, pp. 433-482, 1967.
    • (1967) Psychometrika , vol.32 , Issue.4 , pp. 433-482
    • Jöreskog, K.G.1
  • 11
    • 0000315742 scopus 로고
    • The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
    • C. Liu, "The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence," Biometrika, vol. 81, pp. 633-648, 1994.
    • (1994) Biometrika , vol.81 , pp. 633-648
    • Liu, C.1
  • 12
    • 0000251971 scopus 로고
    • Maximum likelihood estimation via the ECM algorithm: A general framework
    • X.-L. Meng and D. B. Rubin, "Maximum likelihood estimation via the ECM algorithm: A general framework," Biometrika, vol. 80, no. 2, pp. 267-278, 1993.
    • (1993) Biometrika , vol.80 , Issue.2 , pp. 267-278
    • Meng, X.-L.1    Rubin, D.B.2
  • 13
    • 0034264299 scopus 로고    scopus 로고
    • SMEM algorithm for mixture models
    • Sep
    • N. Ueda, R. Nakano, Z. Ghahramani, and G. E. Hinton, "SMEM algorithm for mixture models," Neural Comput., vol. 12, no. 9, pp. 2109-2128, Sep. 2000.
    • (2000) Neural Comput , vol.12 , Issue.9 , pp. 2109-2128
    • Ueda, N.1    Nakano, R.2    Ghahramani, Z.3    Hinton, G.E.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.