This paper presents a review about the usage of eigenvalues restrictions for constrained parameter estimation in mixtures of elliptical distributions according to the likelihood approach. The restrictions serve a twofold purpose: to avoid convergence to degenerate solutions and to reduce the onset of non interesting (spurious) local maximizers, related to complex likelihood surfaces. The paper shows how the constraints may play a key role in the theory of Euclidean data clustering. The aim here is to provide a reasoned survey of the constraints and their applications, considering the contributions of many authors and spanning the literature of the last 30 years.

Eigenvalues and constraints in mixture modeling: Geometric and computational issues

Ingrassia, Salvatore
;
2018-01-01

Abstract

This paper presents a review about the usage of eigenvalues restrictions for constrained parameter estimation in mixtures of elliptical distributions according to the likelihood approach. The restrictions serve a twofold purpose: to avoid convergence to degenerate solutions and to reduce the onset of non interesting (spurious) local maximizers, related to complex likelihood surfaces. The paper shows how the constraints may play a key role in the theory of Euclidean data clustering. The aim here is to provide a reasoned survey of the constraints and their applications, considering the contributions of many authors and spanning the literature of the last 30 years.
2018
Eigenvalues; EM algorithm; Mixture model; Model-based clustering; Computer Science Applications1707 Computer Vision and Pattern Recognition; Applied Mathematics
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11769/359740
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