TLS-EM algorithm of mixture density models for exponential families

DOI10.1016/J.CAM.2021.113829MaRDI QIDQ2667111zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 24 November 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2021.113829

zbMATH Keywords

EM algorithmexponential familiesmaximum likelihood estimationmixture density modelstotal least squares

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

• A contribution to perturbation analysis for total least squares problems
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• Certifiably optimal sparse inverse covariance estimation
• CHIME: clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality
• Condition numbers of the multidimensional total least squares problem
• Condition numbers of the multidimensional total least squares problems having more than one solution
• Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
• scientific article; zbMATH DE number 51511 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Model-based clustering of high-dimensional data: a review
• On a quadratic eigenproblem occurring in regularized total least squares
• On the convergence properties of the EM algorithm
• Overview of total least-squares methods
• Perturbation analysis and condition numbers of scaled total least squares problems
• Randomized algorithms for total least squares problems
• Regularized total least squares based on quadratic eigenvalue problem solvers
• Small sample statistical condition estimation for the total least squares problem
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The element-wise weighted total least-squares problem
• The EM Algorithm and Extensions, 2E

Cited in

(3)

• A Gauss-Newton method for mixed least squares-total least squares problems
• Regularized TLS-EM for estimating missing data
• Regularized and structured tensor total least squares methods with applications

Describes a project that uses

Uses Software

• VanHuffel
• CHIME

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