Estimating the parameters of mixture models with modal estimators
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 16 (9) , 2639-2660
- https://doi.org/10.1080/03610928708829530
Abstract
This paper extends some of the work presented in Redner and Walker [I9841 on the maximum likelihood estimate of parameters in a mixture model to a Bayesian modal estimate. The problem of determining the mode of the joint posterior distribution is discussed. Necessary conditions are given for a choice of parameters to be the mode and a numerical scheme based on the EM algorithm is presented. Some theoretical remarks on the resulting iterative scheme and simulation results are also given.Keywords
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