A modified EM algorithm for mixture models based on Bregman divergence

DOI10.1007/S10463-006-0097-XzbMATH Open1108.62006OpenAlexW2148690650MaRDI QIDQ878191FDOQ878191

Authors: Yu Fujimoto, Noboru Murata 

Publication date: 26 April 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0097-x

Recommendations

• Generalized EM Algorithms for Minimum Divergence Estimation
• Theory and use of the EM algorithm
• Statistical convergence of the EM algorithm on Gaussian mixture models
• A two-step proximal-point algorithm for the calculus of divergence-based estimators in finite mixture models
• Another interpretation of the EM algorithm for mixture distributions

zbMATH Keywords

EM algorithmBregman divergenceFinite mixture models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10)

Cites Work

• Maximum likelihood estimation via the ECM algorithm: A general framework
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust estimation in the normal mixture model
• Robust Blind Source Separation by Beta Divergence
• Title not available (Why is that?)
• Information Geometry of U-Boost and Bregman Divergence
• Robustifying AdaBoost by Adding the Naive Error Rate
• The EM Algorithm and Related Statistical Models

Cited In (7)

• Geometry of EM and related iterative algorithms
• Alternating minimization algorithm with a probability generating function-based distance measure
• Information geometry approach to parameter estimation in hidden Markov model
• A two-step proximal-point algorithm for the calculus of divergence-based estimators in finite mixture models
• Learning continuous latent variable models with Bregman divergences
• Reverse EM-problem based on Bregman divergence and its application to classical and quantum information theory
• An estimation of generalized Bradley-Terry models based on the EM algorithm

Uses Software

• R

This page was built for publication: A modified EM algorithm for mixture models based on Bregman divergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q878191)