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A Component-Wise EM Algorithm for Mixtures

Gilles Celeux 1 Stéphane Chrétien 1, 2 Florence Forbes 1 Abdallah Mkhadri 1
1 IS2 - Statistical Inference for Industry and Health
Inria Grenoble - Rhône-Alpes, LBBE - Laboratoire de Biométrie et Biologie Evolutive - UMR 5558
2 NUMOPT - Numerical Optimization
Inria Grenoble - Rhône-Alpes
Abstract : In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneous- ly. In this paper we focus on finite mixture estimation. In this framework, we propose a component-wise EM, which updates the parameters sequentially. We give an interpretation of this procedure as a proximal point algorithm and use it to prove the convergence. Illustrative numerical experiments show how our algorithm compares to EM and a version of the SAGE algorithm.
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https://hal.inria.fr/inria-00072916
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 11:16:29 AM
Last modification on : Thursday, February 11, 2021 - 2:54:02 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:27:46 PM

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Gilles Celeux, Stéphane Chrétien, Florence Forbes, Abdallah Mkhadri. A Component-Wise EM Algorithm for Mixtures. [Research Report] RR-3746, INRIA. 1999. ⟨inria-00072916⟩

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