An average case performance of the deterministic annealing EM algorithm
نویسنده
چکیده
Average case performance of the deterministic annealing EM algorithm is evaluated for Gaussian mixture estimation problem under some additive noises. The data-averaged EM update equations with respect to hyperparameters are calculated analytically in the large data limit. We find that the EM algorithm strongly depends on the initial conditions. Moreover, by using our analysis, it becomes possible to compare the performance of the EM algorithm and that of the deterministic annealing EM algorithm.
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