Constrained monotone EM algorithms for finite mixture of multivariate Gaussians

DOI10.1016/j.csda.2006.10.011zbMath1445.62116MaRDI QIDQ1020213

Salvatore Ingrassia, Roberto Rocci

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.10.011

zbMATH Keywords

monotonicity; EM algorithm; eigenvalues; mixture models

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

Related Items

Multivariate mixture modeling using skew-normal independent distributions, Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population, Root selection in normal mixture models, Editorial: Advances in mixture models, The REBMIX Algorithm for the Multivariate Finite Mixture Estimation

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