Maximum likelihood estimation of Gaussian mixture models using stochastic search

Maximum likelihood estimation of Gaussian mixture models using stochastic search

Gaussian mixture models (GMM), commonly used in pattern recognition and machine learning, provide a flexible probabilistic model for the data. The conventional expectation–maximization (EM) algorithm for the maximum likelihood estimation of the parameters of GMMs is very sensitive to initialization and easily gets trapped in local maxima. Stochastic search algorithms have been popular alternati...

Penalized Likelihood Estimation in Gaussian Mixture Models

Penalized maximum likelihood for multivariate Gaussian mixture

In this paper, we first consider the parameter estimation of a multivariate random process distribution using multivariate Gaussian mixture law. The labels of the mixture are allowed to have a general probability law which gives the possibility to modelize a temporal structure of the process under study. We generalize the case of univariate Gaussian mixture in [1] to show that the likelihood is...

Stochastic search strategy for estimation of maximum likelihood phylogenetic trees.

The maximum likelihood (ML) method of phylogenetic tree construction is not as widely used as other tree construction methods (e.g., parsimony, neighbor-joining) because of the prohibitive amount of time required to find the ML tree when the number of sequences under consideration is large. To overcome this difficulty, we propose a stochastic search strategy for estimation of the ML tree that i...

Penalized Maximum Likelihood Estimation of Multi-layered Gaussian Graphical Models

Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum likelihood estimator for Gaussian multi-layered graphical models, based on a computational approach involving screening of variables, iterative estimation o...