An EM algorithm for singular Gaussian mixture models (Q5864166)
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scientific article; zbMATH DE number 7537438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An EM algorithm for singular Gaussian mixture models |
scientific article; zbMATH DE number 7537438 |
Statements
An EM algorithm for singular Gaussian mixture models (English)
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3 June 2022
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finite mixture
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maximum likelihood
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singular multivariate normal distribution
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EM algorithm
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portfolio selection
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