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, S; Rocci, Roberto. - (2006), pp. 111-118. [10.1007/3-540-35978-8_13].
Monotone constrained EM algorithms for multinormal mixture models
ROCCI, ROBERTO
2006
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 allegati a questo prodotto
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