A study of online and blockwise updating of the EM algorithm for Gaussian mixtures
(2014)
Presentation / Conference Contribution
Einbeck, J., & Bonetti, D. (2014, July). A study of online and blockwise updating of the EM algorithm for Gaussian mixtures. Presented at 29th International Workshop on Statistical Modelling, Göttingen
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... Read More about A study of online and blockwise updating of the EM algorithm for Gaussian mixtures.