scientific article; zbMATH DE number 4135220

MaRDI QIDQ3468451zbMATH OpenFDO

Authors Gilles Celeux, J. Diebolt

Publication date 1990

zbMATH Keywords

stochastic EM algorithmSEMSAEMmixture problemlocal maximizer of the likelihood functionmaximum likelihood estimation for incomplete datasimulated annealing type EM algorithm

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric inference (62F99)

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(9)

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• Coupling a stochastic approximation version of EM with an MCMC procedure
• A stochastic approximation type EM algorithm for the mixture problem
• Analysis of Gaussian mixtures for small samples: Application to stellar kinematics
• A classification EM algorithm for clustering and two stochastic versions
• Statistical estimation of a mixture of Gaussian distributions
• SMEM Algorithm Is Not Fully Compatible with Maximum-Likelihood Framework
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Deterministic quantum annealing expectation-maximization algorithm

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