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

DOI10.1016/j.jmva.2012.02.012zbMath1352.62099OpenAlexW2018093048MaRDI QIDQ432292

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

model-based clusteringconvergence propertieshigh-dimensional datadiscriminative subspaceFisher-EM algorithm

Mathematics Subject Classification ID

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

Related Items (3)

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

Uses Software

• PGMM

Cites Work

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• Simultaneous model-based clustering and visualization in the Fisher discriminative subspace
• Modelling high-dimensional data by mixtures of factor analyzers
• Dimensionally reduced mixtures of regression models
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• High-dimensional data clustering
• On the convergence properties of the EM algorithm
• A classification EM algorithm for clustering and two stochastic versions
• On Using Principal Components Before Separating a Mixture of Two Multivariate Normal Distributions
• Nuisance parameters, mixture models, and the efficiency of partial likelihood estimators
• An Optimal Set of Discriminant Vectors
• Heteroscedastic factor mixture analysis

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