Comparison of methods for initializing EM algorithm for estimation of parameters of gaussian, multi-component, heteroscedastic mixture models

Sokół, R.; Polański, A.

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Tytuł artykułu

Comparison of methods for initializing EM algorithm for estimation of parameters of gaussian, multi-component, heteroscedastic mixture models

Autorzy

Sokół R. , Polański A.

Identyfikatory

Warianty tytułu

Porównanie metod inicjalizaji algorytmu EM dla wieloskładnikowych heteroscedastycznych mieszanin rozkładów normalnych

Języki publikacji

Abstrakty

A basic approach to estimation of mixture model parameters is by using expectation maximization (EM) algorithm for maximizing the likelihood function. However, it is essential to provide the algorithm with proper initial conditions, as it is highly dependent on the first estimation (“guess”) of parameters of a mixture. This paper presents several different initial condition estimation methods, which may be used as a first step in the EM parameter estimation procedure. We present comparisons of different initialization methods for heteroscedastic, multi-component Gaussian mixtures.

Algorytm EM (ang. expectation-maximization) jest szeroko stosowanym rozwiązaniem problemu estymacji parametrów mieszanin rozkładów prawdopodobieństwa poprzez maksymalizację wiarygodności. Istotne znaczenie dla działania algorytmu mają parametry początkowe, stanowiące pierwsze przybliżenie badanej mieszaniny. Publikacja przybliża kilka metod wyznaczania warunku początkowego dla iteracji algorytmu EM oraz porównuje ich skuteczność dla przypadku heteroscedastycznych, wieloskładnikowych mieszanin rozkładów normalnych.

Słowa kluczowe

expectation-maximization EM algorithm pattern matching initial conditions

algorytm EM dopasowanie do wzorca warunki początkowe

Wydawca

Wydawnictwo Politechniki Śląskiej

Czasopismo

Studia Informatica

Rocznik

2013

Tom

Vol. 34, nr 1

Strony

49--73

Opis fizyczny

Bibliogr. 42 poz.

Twórcy

autor

Sokół R.

radoslaw.sokol@polsl.pl

Silesian University of Technology,Institute of Electrical Engineering and Informatics, ul. Akademicka 10, 44-100 Gliwice, Poland

autor

Polański A.

andrzej.polanski@polsl.pl

Silesian University of Technology, Institute of Informatics, Akademicka 16, 44-100 Gliwice, Poland

Bibliografia

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Typ dokumentu

Bibliografia

Identyfikator YADDA

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