Computationally efficient learning of multivariate \(t\) mixture models with missing information (Q964652): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient learning of multivariate \(t\) mixture models with missing information |
scientific article |
Statements
Computationally efficient learning of multivariate \(t\) mixture models with missing information (English)
0 references
22 April 2010
0 references
Maximum likelihood estimation is considered for a finite mixture of multivariate-\(t\) distributions and observations with missing at random. A parameter expanded minimization-expectation (PX-EM) algorithm is developed for approximate calculation of the estimates. Its performance is compared to the usual EM algorithm via simulations. Applications to wine recognition data and blue crabs morphological measurements data are presented.
0 references
finite mixture
0 references
parameter expanded minimization expectation algorithm
0 references
maximum likelihood estimation
0 references
