A hybrid EM/Gauss-Newton algorithm for m
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Murray Aitkin; Irit Aitkin
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Article
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1996
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Springer US
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English
β 344 KB
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