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Asymptotic Convergence Rate of the EM Algorithm for Gaussian Mixtures

โœ Scribed by Ma, Jinwen; Xu, Lei; Jordan, Michael I.


Book ID
120516155
Publisher
MIT Press
Year
2000
Tongue
English
Weight
187 KB
Volume
12
Category
Article
ISSN
0899-7667

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On the correct convergence of the EM alg
โœ Jinwen Ma; Shuqun Fu ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 235 KB

It is well-known that the EM algorithm generally converges to a local maximum likelihood estimate. However, there have been many evidences to show that the EM algorithm can converge correctly to the true parameters as long as the overlap of Gaussians in the sample data is small enough. This paper st