Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints

DOI10.1016/j.csda.2010.10.026zbMath1328.65030OpenAlexW2073160795MaRDI QIDQ901547

Salvatore Ingrassia, Roberto Rocci

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.10.026

zbMATH Keywords

EM algorithmdegeneracymixture modelsdynamic constraints

Mathematics Subject Classification ID

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Uses Software

• PARVUS

Cites Work

• Unnamed Item
• Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
• Inference for multivariate normal mixtures
• On the convergence properties of the EM algorithm
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
• A likelihood-based constrained algorithm for multivariate normal mixture models
• The EM Algorithm and Extensions, 2E
• Estimating the components of a mixture of normal distributions

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