A bootstrap-augmented alternating expectation-conditional maximization algorithm for mixtures of factor analyzers
From MaRDI portal
Publication:6541519
DOI10.1002/STA4.243MaRDI QIDQ6541519FDOQ6541519
Phillip Shreeves, Jeffrey L. Andrews
Publication date: 19 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the dimension of a model
- Statistical analysis of finite mixture distributions
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Bayesian Measures of Model Complexity and Fit
- Bagging predictors
- Consistent estimation of the order of mixture models.
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Model-Based Gaussian and Non-Gaussian Clustering
- Practical Bayesian Density Estimation Using Mixtures of Normals
- The EM Algorithm and Extensions, 2E
- Parsimonious skew mixture models for model-based clustering and classification
- A mixture of generalized hyperbolic distributions
- Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- The Elements of Statistical Learning
- Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
- Minimizing Model Fitting Objectives That Contain Spurious Local Minima by Bootstrap Restarting
- Addressing overfitting and underfitting in Gaussian model-based clustering
- Model-based clustering with sparse covariance matrices
This page was built for publication: A bootstrap-augmented alternating expectation-conditional maximization algorithm for mixtures of factor analyzers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541519)