Cookies

We use cookies to ensure that we give you the best experience on our website. By continuing to browse this repository, you give consent for essential cookies to be used. You can read more about our Privacy and Cookie Policy.


Durham Research Online
You are in:

A study of online and blockwise updating of the EM algorithm for Gaussian mixtures.

Einbeck, Jochen and Bonetti, Daniel (2014) 'A study of online and blockwise updating of the EM algorithm for Gaussian mixtures.', in 29th International Workshop on Statistical Modelling, 14-18 July 2014, Göttingen, Germany ; proceedings. Amsterdam: Statistical Modelling Society, pp. 35-38.

Abstract

A variant of the EM algorithm for the estimation of multivariate Gaussian mixtures, which allows for online as well as blockwise updating of sequentially obtained parameter estimates, is investigated. Several dierent update schemes are considered and compared, and the benets of articially performing EM in batches, even though all data are available, are discussed.

Item Type:Book chapter
Keywords:Multivariate Gaussian mixtures, Maximum Likelihood, Incremental EM.
Full text:(AM) Accepted Manuscript
Download PDF
(235Kb)
Status:Peer-reviewed
Publisher Web site:UNSPECIFIED
Record Created:06 Oct 2014 16:35
Last Modified:07 Oct 2014 14:17

Social bookmarking: del.icio.usConnoteaBibSonomyCiteULikeFacebookTwitterExport: EndNote, Zotero | BibTex
Look up in GoogleScholar | Find in a UK Library