Mini-batch learning of exponential family finite mixture models

DOI10.1007/s11222-019-09919-4zbMath1447.62073arXiv1902.03335OpenAlexW2999410093WikidataQ115602839 ScholiaQ115602839MaRDI QIDQ2195820

Geoffrey J. McLachlan, Hien Duy Nguyen, Florence Forbes

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03335

zbMATH Keywords

online algorithmexpectation-maximization algorithmfinite mixture modelsexponential family of distributionsnormal mixture modelsmini-batch algorithm

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of big data and data science (62R07)

Related Items

Sufficient dimension reduction for clustered data via finite mixture modelling, Global implicit function theorems and the online expectation–maximisation algorithm, Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach, Properties of the stochastic approximation EM algorithm with mini-batch sampling, Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence, Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors

Uses Software

• mclust
• R
• MixSim
• Rcpp
• tourr
• MNIST
• AS 136

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