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

DOI10.1016/J.JMVA.2012.02.012MaRDI QIDQ432292zbMATHOpenAlexFDO

Authors Camille Brunet, Charles Bouveyron

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

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)

Recommendations

• scientific article; zbMATH DE number 4032799
• Convergence properties of the EM algorithm in constrained parameter spaces
• Convergence of a stochastic approximation version of the EM algorithm
• On the global and componentwise rates of convergence of the EM algorithm
• Statistical convergence of the EM algorithm on Gaussian mixture models
• On convergence properties of the Monte Carlo EM algorithm

Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 47593 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• A classification EM algorithm for clustering and two stochastic versions
• An Optimal Set of Discriminant Vectors
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Dimensionally reduced mixtures of regression models
• Heteroscedastic factor mixture analysis
• High-dimensional data clustering
• Modelling high-dimensional data by mixtures of factor analyzers
• Nuisance parameters, mixture models, and the efficiency of partial likelihood estimators
• On Using Principal Components Before Separating a Mixture of Two Multivariate Normal Distributions
• On the convergence properties of the EM algorithm
• Simultaneous model-based clustering and visualization in the Fisher discriminative subspace

Cited in

(5)

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

Describes a project that uses

Uses Software

• PGMM

This page was built for publication: Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q432292)