✦ LIBER ✦

A hybrid EM/Gauss-Newton algorithm for maximum likelihood in mixture distributions

✍ Scribed by Murray Aitkin; Irit Aitkin

Book ID: 104650034
Publisher: Springer US
Year: 1996
Tongue: English
Weight: 344 KB
Volume: 6
Category: Article
ISSN: 0960-3174
DOI: 10.1007/bf00162523

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✦ Synopsis

A faster alternative to the EM algorithm in finite mixture distributions is described, which alternates EM iterations with Gauss Newton iterations using the observed information matrix. At the expense of modest additional analytical effort in obtaining the observed information, the hybrid algorithm reduces the computing time required and provides asymptotic standard errors at convergence. The algorithm is illustrated on the two-component normal mixture.

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