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Convergence Behavior of the em algorithm for the multivariate t -distribution

โœ Scribed by Arslan, Olcay; Constable, Patrick D.L.; Kent, John T.


Book ID
120247380
Publisher
Taylor and Francis Group
Year
1995
Tongue
English
Weight
561 KB
Volume
24
Category
Article
ISSN
0361-0926

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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