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EnglishEM algorithms for multivariate normal mixture decomposition have been recently proposed in order to maximize the likelihood function in a constrained parameter space having no singularities and a reduced number of spurious local maxima. However, such approaches require some a priori information about the eigenvalues of the covariance matrices. The behavior of the EM algorithm near a degenerated solution is investigated. The obtained theoretical results would suggest a new kind of constraint based on the dissimilarity between two consecutive updates of the eigenvalues of each covariance matrix. The performances of such a ‘‘dynamic’’ constraint are evaluated on the grounds of some numerical experiments.
| Titolo: | Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints |
| Autori interni: | |
| Data di pubblicazione: | 2011 |
| Rivista: | |
| Handle: | http://hdl.handle.net/20.500.11769/9666 |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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http://hdl.handle.net/20.500.11769/9666
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