Theoretical grounding for estimation in conditional independence multivariate finite mixture models

DOI10.1080/10485252.2016.1225049zbMATH Open1407.62245arXiv1504.04901OpenAlexW1886600656MaRDI QIDQ2832023FDOQ2832023

Authors: Xiaotian Zhu, David R. Hunter 

Publication date: 4 November 2016

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

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.

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

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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)

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