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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.


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
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Publisher Web site:UNSPECIFIED
Date accepted:No date available
Date deposited:07 October 2014
Date of first online publication:July 2014
Date first made open access:No date available

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