A dynamic EM algorithm for estimating mixture proportions

被引：0
|
作者：
Murray Jorgensen
机构：
来源：
Statistics and Computing | 1999年 / 9卷
关键词：
Convergence; finite mixture model; maximum likelihood; sequential estimation;
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暂无
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学科分类号：
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.
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页码：299 / 302
页数：3
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