Theoretical grounding for estimation in conditional independence multivariate finite mixture models

DOI10.1080/10485252.2016.1225049MaRDI QIDQ2832023zbMATH OpenOpenAlexFDO

Authors Xiaotian Zhu, David R. Hunter

Publication date 4 November 2016

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04901

zbMATH Keywords

nonparametric estimationmixture modelMM algorithmpenalised smoothed likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

Abstract: For the nonparametric estimation of multivariate finite mixture models with the conditional independence assumption, we propose a new formulation of the objective function in terms of penalized smoothed Kullback-Leibler distance. The nonlinearly smoothed majorization-minimization (NSMM) algorithm is derived from this perspective. An elegant representation of the NSMM algorithm is obtained using a novel projection-multiplication operator, a more precise monotonicity property of the algorithm is discovered, and the existence of a solution to the main optimization problem is proved for the first time.

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Cites work

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• Clustering via finite nonparametric ICA mixture models
• Nonparametric mixture models with conditionally independent multivariate component densities
• Semi-parametric estimation for conditional independence multivariate finite mixture models
• Unsupervised clustering using nonparametric finite mixture models
• Maximum smoothed likelihood for multivariate mixtures
• Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models
• Simultaneous Semiparametric Estimation of Clustering and Regression

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