Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting
In this paper we seek a Gaussian mixture model (GMM) of an n-variate probability density function. Usually the parameters of GMMs are determined by a maximum likelihood (ML) criterion. A practical deficiency of ML fitting of GMMs is poor performance when dealing with high-dimensional data since a la...
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| Format: | Article |
| Language: | English |
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International Institute of Informatics and Cybernetics
2003-08-01
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| Series: | Journal of Systemics, Cybernetics and Informatics |
| Subjects: | |
| Online Access: | http://www.iiisci.org/Journal/CV$/sci/pdfs/P689419.pdf
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| _version_ | 1818954913841938432 |
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| author | Natella Likhterov Mayer Aladjem |
| author_facet | Natella Likhterov Mayer Aladjem |
| author_sort | Natella Likhterov |
| collection | DOAJ |
| description | In this paper we seek a Gaussian mixture model (GMM) of an n-variate probability density function. Usually the parameters of GMMs are determined by a maximum likelihood (ML) criterion. A practical deficiency of ML fitting of GMMs is poor performance when dealing with high-dimensional data since a large sample size is needed to match the accuracy that is possible in low dimensions. We propose a method to fit the GMM to multivariate data which is based on the two-dimensional projection pursuit (PP) method. By means of simulations we compare the proposed method with a one-dimensional PP method for GMM. We conclude that a combination of one- and twodimensional PP methods could be useful in some applications. |
| first_indexed | 2024-12-20T10:29:44Z |
| format | Article |
| id | doaj.art-1140cbf144d64d3ab2f60753cf97cc5a |
| institution | Directory Open Access Journal |
| issn | 1690-4524 |
| language | English |
| last_indexed | 2024-12-20T10:29:44Z |
| publishDate | 2003-08-01 |
| publisher | International Institute of Informatics and Cybernetics |
| record_format | Article |
| series | Journal of Systemics, Cybernetics and Informatics |
| spelling | doaj.art-1140cbf144d64d3ab2f60753cf97cc5a2022-12-21T19:43:45ZengInternational Institute of Informatics and CyberneticsJournal of Systemics, Cybernetics and Informatics1690-45242003-08-0114101105Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model FittingNatella Likhterov0Mayer Aladjem1 Department of Electrical and Computer Engineering, Ben-Gurion University of the Negev Department of Electrical and Computer Engineering, Ben-Gurion University of the Negev In this paper we seek a Gaussian mixture model (GMM) of an n-variate probability density function. Usually the parameters of GMMs are determined by a maximum likelihood (ML) criterion. A practical deficiency of ML fitting of GMMs is poor performance when dealing with high-dimensional data since a large sample size is needed to match the accuracy that is possible in low dimensions. We propose a method to fit the GMM to multivariate data which is based on the two-dimensional projection pursuit (PP) method. By means of simulations we compare the proposed method with a one-dimensional PP method for GMM. We conclude that a combination of one- and twodimensional PP methods could be useful in some applications.http://www.iiisci.org/Journal/CV$/sci/pdfs/P689419.pdf Gaussian mixture modelsProjection pursuitMultivariate density estimation |
| spellingShingle | Natella Likhterov Mayer Aladjem Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting Journal of Systemics, Cybernetics and Informatics Gaussian mixture models Projection pursuit Multivariate density estimation |
| title | Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting |
| title_full | Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting |
| title_fullStr | Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting |
| title_full_unstemmed | Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting |
| title_short | Two Dimensional Projection Pursuit Applied to Gaussian Mixture Model Fitting |
| title_sort | two dimensional projection pursuit applied to gaussian mixture model fitting |
| topic | Gaussian mixture models Projection pursuit Multivariate density estimation |
| url | http://www.iiisci.org/Journal/CV$/sci/pdfs/P689419.pdf
|
| work_keys_str_mv | AT natellalikhterov twodimensionalprojectionpursuitappliedtogaussianmixturemodelfitting AT mayeraladjem twodimensionalprojectionpursuitappliedtogaussianmixturemodelfitting |