Professor Jochen Einbeck jochen.einbeck@durham.ac.uk
Professor
A study of online and blockwise updating of the EM algorithm for Gaussian mixtures
Einbeck, Jochen; Bonetti, Daniel
Authors
Daniel Bonetti
Contributors
Thomas Kneib
Editor
Fabian Sobotka
Editor
Jan Fahrenholz
Editor
Henriette Irmer
Editor
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.
Citation
Einbeck, J., & Bonetti, D. (2014). A study of online and blockwise updating of the EM algorithm for Gaussian mixtures. In T. Kneib, F. Sobotka, J. Fahrenholz, & H. Irmer (Eds.), 29th International Workshop on Statistical Modelling, 14-18 July 2014, Göttingen, Germany ; proceedings (35-38)
Conference Name | 29th International Workshop on Statistical Modelling |
---|---|
Conference Location | Göttingen |
Publication Date | Jul 18, 2014 |
Deposit Date | Sep 29, 2014 |
Publicly Available Date | Oct 7, 2014 |
Volume | 2 |
Pages | 35-38 |
Series Title | Proceedings of the 29th International Workshop on Statistical Modelling. Göttingen, Germany, 14-18 July 2014 |
Book Title | 29th International Workshop on Statistical Modelling, 14-18 July 2014, Göttingen, Germany ; proceedings. |
Keywords | Multivariate Gaussian mixtures, Maximum Likelihood, Incremental EM. |
Public URL | https://durham-repository.worktribe.com/output/1154424 |
Related Public URLs | http://www.statmod.org/workshops_archive_proceedings_2014.htm |
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