Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm

DOI10.1016/J.JMVA.2012.02.012zbMATH Open1352.62099OpenAlexW2018093048MaRDI QIDQ432292FDOQ432292

Charles Bouveyron, Camille Brunet

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.012

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zbMATH Keywords

high-dimensional datamodel-based clusteringdiscriminative subspaceconvergence propertiesFisher-EM algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

Cites Work

• Simultaneous model-based clustering and visualization in the Fisher discriminative subspace
• On Using Principal Components Before Separating a Mixture of Two Multivariate Normal Distributions
• Title not available (Why is that?)
• On the convergence properties of the EM algorithm
• A classification EM algorithm for clustering and two stochastic versions
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• High-dimensional data clustering
• Modelling high-dimensional data by mixtures of factor analyzers
• Title not available (Why is that?)
• Heteroscedastic factor mixture analysis
• Title not available (Why is that?)
• An Optimal Set of Discriminant Vectors
• Nuisance parameters, mixture models, and the efficiency of partial likelihood estimators
• Dimensionally reduced mixtures of regression models

Cited In (4)

• Model-based clustering of high-dimensional data: a review
• A Bayesian Fisher-EM algorithm for discriminative Gaussian subspace clustering
• On asymptotic convergence of the block-iterative Fisher scoring algorithm
• Discriminative variable selection for clustering with the sparse Fisher-EM algorithm

Uses Software

• PGMM

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