A Component-wise EM Algorithm for Mixtures

Preprint

28 January 2012

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.1201.5913

Abstract

In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneously. In this paper we focus on finite mixture estimation. In this framework, we propose a component-wise EM, which updates the parameters sequentially. We give an interpretation of this procedure as a proximal point algorithm and use it to prove the convergence. Illustrative numerical experiments show how our algorithm compares to EM and a version of the SAGE algorithm.

Keywords

CONVERGENCE PROBLEMS
COMPONENT WISE EM
SLOW CONVERGENCE
EM ALGORITHM
SHOWS SLOW
STANDARD
WISE EM

All Related Versions

Version 1, 2012-01-28, ArXiv

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