A study of online and blockwise updating of the EM algorithm for Gaussian mixtures

Einbeck, Jochen; Bonetti, Daniel

Abstract

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.

Citation

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

• Presentation Conference Type: Conference Paper (published)
• Conference Name: 29th International Workshop on Statistical Modelling
• Publication Date: Jul 18, 2014
• Deposit Date: Sep 29, 2014
• Publicly Available Date: Oct 7, 2014
• Volume: 2
• Pages: 35-38
• Series Title: Proceedings of the 29th International Workshop on Statistical Modelling. Göttingen, Germany, 14-18 July 2014
• Book Title: 29th International Workshop on Statistical Modelling, 14-18 July 2014, Göttingen, Germany ; proceedings.
• Keywords: Multivariate Gaussian mixtures, Maximum Likelihood, Incremental; EM.
• Public URL: https://durham-repository.worktribe.com/output/1154424
• Related Public URLs: http://www.statmod.org/workshops_archive_proceedings_2014.htm