Maximum smoothed likelihood for multivariate mixtures
نویسندگان
چکیده
منابع مشابه
Maximum Smoothed Likelihood for Multivariate Mixtures
We introduce an algorithm for estimating the parameters in a finite mixture of completely unspecified multivariate components in at least three dimensions under the assumption of conditionally independent coordinate dimensions. We prove that this algorithm, based on a majorization-minimization idea, possesses a desirable descent property just as any EM algorithm does. We discuss the similaritie...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2011
ISSN: 1464-3510,0006-3444
DOI: 10.1093/biomet/asq079