We investigate the spectral decomposition of the covariance matrices of a multivariate normal mixture distribution in order to construct constrained EM algorithms which guarantee the monotonicity property. Furthermore we propose different set of constraints which can be simply implemented. These procedures have been tested on the ground of many numerical experiments.
Monotone constrained EM algorithms for multinormal mixture models
INGRASSIA, Salvatore;
2006-01-01
Abstract
We investigate the spectral decomposition of the covariance matrices of a multivariate normal mixture distribution in order to construct constrained EM algorithms which guarantee the monotonicity property. Furthermore we propose different set of constraints which can be simply implemented. These procedures have been tested on the ground of many numerical experiments.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
Ingrassia_Rocci(2006)_StudiesInClassification.pdf
accesso aperto
Tipologia:
Versione Editoriale (PDF)
Licenza:
PUBBLICO - Pubblico con Copyright
Dimensione
549.72 kB
Formato
Adobe PDF
|
549.72 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.