Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models

DOI10.1016/S0167-9473(02)00163-9zbMath1429.62235OpenAlexW1966129222MaRDI QIDQ951824

Gilles Celeux, Gérard Govaert, Christophe Biernacki

Publication date: 4 November 2008

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00163-9

zbMATH Keywords

optimization EM algorithm initialization strategies stochastic EM classification EM multivariate Gaussian mixture

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions, Mixed Hidden Markov Models for Longitudinal Data: An Overview, An artificial bee colony algorithm for mixture model-based clustering, Finite mixture modeling of Gaussian regression time series with application to dendrochronology, Model-based hierarchical clustering with Bregman divergences and Fishers mixture model: application to depth image analysis, Initializing the EM Algorithm for Univariate Gaussian, Multi-Component, Heteroscedastic Mixture Models by Dynamic Programming Partitions, Mixture modelling for cluster analysis, Mixed Deep Gaussian Mixture Model: a clustering model for mixed datasets, Robust algorithm for attack detection based on time‐varying hidden Markov model subject to outliers, A dual subspace parsimonious mixture of matrix normal distributions, Parsimonious mixtures for the analysis of tensor-variate data, A Selective Overview and Comparison of Robust Mixture Regression Estimators, Discretized skew‐t mixture model for deconvoluting liquid chromatograph mass spectrometry data, Discussion on “distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo, Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies, Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market, A finite mixture approach to joint clustering of individuals and multivariate discrete outcomes, Frequency-severity experience rating based on latent Markovian risk profiles, Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling, Modeling tumour heterogeneity of PD-L1 expression in tumour progression and adaptive therapy, Local and overall deviance R-squared measures for mixtures of generalized linear models, A survey on model-based co-clustering: high dimension and estimation challenges, Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions, Seemingly unrelated clusterwise linear regression for contaminated data, Gaussian mixture models for clustering and calibration of ensemble weather forecasts, Clustering of trajectories with mixed effects classification model: Inference taking into account classification uncertainties, A two-step estimator for multilevel latent class analysis with covariates, Multiple scaled contaminated normal distribution and its application in clustering, Model-based clustering of multivariate skew data with circular components and missing values, Estimating the prevalence of atrial fibrillation from a three-class mixture model for repeated diagnoses, Segmentation of mortality surfaces by hidden Markov models, The heuristic approach in finding initial values for minimum density power divergence estimators, Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets, On a mixture vector autoregressive model, A model selection criterion for model-based clustering of annotated gene expression data, EM for mixtures, Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data, Studying Complexity of Model-based Clustering, Flexible mixture modelling with the polynomial Gaussian cluster-weighted model, An automatic clustering algorithm for probability density functions, Unsupervised learning of regression mixture models with unknown number of components, Hypothesis Testing for Mixture Model Selection, Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters, Parsimonious mixtures of multivariate contaminated normal distributions, Mixture of linear mixed models for clustering gene expression profiles from repeated microarray experiments, On Mixture Periodic Vector Autoregressive Models, An Alternative Estimation Approach for the Heterogeneity Linear Mixed Model, Dealing with multiple local modalities in latent class profile analysis, Erratum to: ``The generalized linear mixed cluster-weighted model, Multilevel cluster-weighted models for the evaluation of hospitals, Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers, A multivariate linear regression analysis using finite mixtures of \(t\) distributions, MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling, Chimeral clustering, A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling, Two new matrix-variate distributions with application in model-based clustering, Tensor decomposition for learning Gaussian mixtures from moments, Learning switching dynamic models for objects tracking, Model-based clustering, Piecewise regression mixture for simultaneous functional data clustering and optimal segmentation, A mixture model-based approach to the clustering of exponential repeated data, Clustering bivariate mixed-type data via the cluster-weighted model, Model-based clustering via new parsimonious mixtures of heavy-tailed distributions, Using mixtures in seemingly unrelated linear regression models with non-normal errors, Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers, A general hidden state random walk model for animal movement, Model-based biclustering of clickstream data, On model-based clustering of skewed matrix data, Addressing overfitting and underfitting in Gaussian model-based clustering, Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model, A joint latent factor analyzer and functional subspace model for clustering multivariate functional data, A statistical test for detecting parent-of-origin effects when parental information is missing, Computational aspects of fitting mixture models via the expectation-maximization algorithm, Acceleration of the EM algorithm: P-EM versus epsilon algorithm, The latent topic block model for the co-clustering of textual interaction data, A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures, Item selection by latent class-based methods: an application to nursing home evaluation, An effective strategy for initializing the EM algorithm in finite mixture models, Eigenvalues and constraints in mixture modeling: geometric and computational issues, Probabilistic assessment of model-based clustering, Improved initialisation of model-based clustering using Gaussian hierarchical partitions, Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution, Selecting hidden Markov model state number with cross-validated likelihood, A new mixture model on the simplex, Extending mixtures of factor models using the restricted multivariate skew-normal distribution, Mixture modeling of data with multiple partial right-censoring levels, Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure, Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm, A structured Dirichlet mixture model for compositional data: inferential and applicative issues, Initializing the EM algorithm in Gaussian mixture models with an unknown number of components, A robust EM clustering algorithm for Gaussian mixture models, On the expectation-maximization algorithm for Rice-Rayleigh mixtures with application to noise parameter estimation in magnitude MR datasets, Variable selection in model-based clustering using multilocus genotype data, Spatial risk mapping for rare disease with hidden Markov fields and variational EM, Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory, Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions, The random subgraph model for the analysis of an ecclesiastical network in Merovingian Gaul, Improved model-based clustering performance using Bayesian initialization averaging, A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series, Model-based feature selection and clustering of RNA-seq data for unsupervised subtype discovery, Modeling and simulation for toxicity assessment, Prediction of the Nash through penalized mixture of logistic regression models, Tensor-variate finite mixture modeling for the analysis of university professor remuneration, Drug risk assessment with determining the number of sub-populations under finite mixture normal models, An application of principal stratification to control for institutionalization at follow-up in studies of substance abuse treatment programs, Learning mixture models via component-wise parameter smoothing, Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods, Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data, A mixture integer-valued ARCH model, Preliminary estimators for a mixture model of ordinal data, Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm, Model-based clustering and outlier detection with missing data, MAGMA: inference and prediction using multi-task Gaussian processes with common mean, Finite mixture models and model-based clustering, Latent Markov model for longitudinal binary data: an application to the performance evaluation of nursing homes, Optimization of mixture models: Comparison of different strategies, On the estimation of mixtures of Poisson regression models with large number of components, The stochastic topic block model for the clustering of vertices in networks with textual edges, Bayesian variable selection for globally sparse probabilistic PCA, Model-based capacitated clustering with posterior regularization, Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data, Transposable regularized covariance models with an application to missing data imputation, Latent ignorability and item selection for nursing home case-mix evaluation, \(k\)-boxplots for mixture data, Robust mixture modeling based on scale mixtures of skew-normal distributions, On modeling left-truncated loss data using mixtures of distributions, Simultaneous model-based clustering and visualization in the Fisher discriminative subspace, Adaptive fault detection and diagnosis using parsimonious Gaussian mixture models trained with distributed computing techniques, A dynamic stochastic blockmodel for interaction lengths, Fuzzy weighted \(c\)-harmonic regressions clustering algorithm, Model-based cluster and discriminant analysis with the MIXMOD software, Manly transformation in finite mixture modeling, Constrained parsimonious model-based clustering, Penalized estimation in additive varying coefficient models using grouped regularization, Using conditional independence for parsimonious model-based Gaussian clustering, Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering, A mixture of mixture models for a classification problem: the unity measure error, Mixtures of multivariate contaminated normal regression models, Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables, Learning from missing data with the binary latent block model, Cluster validation for mixtures of regressions via the total sum of squares decomposition, Consistency of the maximum likelihood estimator in seasonal hidden Markov models, Factor and hybrid components for model-based clustering, Types of likelihood maxima in mixture models and their implication on the performance of tests, Estimation and model selection for model-based clustering with the conditional classification likelihood, Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations, The generalized linear mixed cluster-weighted model

Uses Software

Cites Work