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
收藏
页码：299 / 302
页数：4
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