TLS-EM algorithm of mixture density models for exponential families

DOI10.1016/j.cam.2021.113829OpenAlexW3201488360WikidataQ115580988 ScholiaQ115580988MaRDI QIDQ2667111

Yanyan Li

Publication date: 24 November 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113829

zbMATH Keywords

exponential familiesEM algorithmmaximum likelihood estimationtotal least squaresmixture density models

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

A Gauss-Newton method for mixed least squares-total least squares problems ⋮ Regularized TLS-EM for estimating missing data

Uses Software

• VanHuffel
• CHIME

Cites Work

• An Analysis of the Total Least Squares Problem
• Overview of total least-squares methods
• The element-wise weighted total least-squares problem
• On a quadratic eigenproblem occurring in regularized total least squares
• Perturbation analysis and condition numbers of scaled total least squares problems
• On the convergence properties of the EM algorithm
• Model-based clustering of high-dimensional data: a review
• An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization
• Condition numbers of the multidimensional total least squares problems having more than one solution
• Certifiably optimal sparse inverse covariance estimation
• Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
• A contribution to perturbation analysis for total least squares problems
• Small sample statistical condition estimation for the total least squares problem
• CHIME: clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality
• A note on the scaled total least squares problem
• Regularized total least squares based on quadratic eigenvalue problem solvers
• Randomized algorithms for total least squares problems
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• The EM Algorithm and Extensions, 2E
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Condition Numbers of the Multidimensional Total Least Squares Problem
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