A dynamic EM algorithm for estimating mixture proportions

被引：3

作者：

Jorgensen, M ^{[1
]}

机构：

[1] Univ Waikato, Dept Stat, Hamilton, New Zealand

来源：

STATISTICS AND COMPUTING | 1999年 / 9卷 / 04期

关键词：

convergence; finite mixture model; maximum likelihood; sequential estimation;

D O I：

10.1023/A:1008916123610

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We investigate the use of a dynamic form of the EM algorithm to estimate proportions in finite mixtures of known distributions. We prove a consistency result for this algorithm, which employs only a single EM update for each new observation. Our aim is to demonstrate that the slow convergence rate of the EM algorithm in many applications is of little practical consequence in a situation when data is frequently being updated.

引用

页码：299 / 302

页数：4

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