An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization
Abstract We consider maximum likelihood estimation for Gaussian Mixture Models (Gmm s). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which is its ability to fulfill positive definiteness co...
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Format: | Article |
Language: | English |
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Springer Berlin Heidelberg
2021
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Online Access: | https://hdl.handle.net/1721.1/131361 |