On Convergence Properties of the EM Algorithm for Gaussian Mixtures
"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for...
| Main Authors: | , |
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| Language: | en_US |
| Published: |
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/7195 |