Computational Aspects of Fitting Mixture Models via the Expectation-Maximization Algorithm

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Title: Computational Aspects of Fitting Mixture Models via the Expectation-Maximization Algorithm
Authors: O'Hagan, Adrian
Murphy, Thomas Brendan
Gormley, Isobel Claire
Permanent link: http://hdl.handle.net/10197/7110
Date: Dec-2012
Abstract: The Expectation–Maximization (EM) algorithm is a popular tool in a wide variety of statistical settings, in particular in the maximum likelihood estimation of parameters when clustering using mixture models. A serious pitfall is that in the case of a multimodal likelihood function the algorithm may become trapped at a local maximum, resulting in an inferior clustering solution. In addition, convergence to an optimal solution can be very slow. Methods are proposed to address these issues: optimizing starting values for the algorithm and targeting maximization steps efficiently. It is demonstrated that these approaches can produce superior outcomes to initialization via random starts or hierarchical clustering and that the rate of convergence to an optimal solution can be greatly improved.
Type of material: Journal Article
Publisher: Elsevier
Copyright (published version): 2012 Elsevier
Keywords: Convergence rate;Expectation–maximization algorithm;Hierarchical clustering;Model-based clustering;Multimodal likelihood
DOI: 10.1016/j.csda.2012.05.011
Language: en
Status of Item: Peer reviewed
Appears in Collections:Mathematics and Statistics Research Collection

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