On the Convergence of Median Versions of the Expectation-Maximization Algorithm for the Separation of Finite Normal Mixtures

On the Convergence of Median Versions of the Expectation-Maximization Algorithm for the Separation of Finite Normal Mixtures

In the paper, justification is given for convergence of the median modification of the classical expectation-maximization (EM) algorithm for separation of finite mixtures of normal distributions. This modification is designed to overcome the instability of the classical EM algorithm with respect to...

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2022-10, Vol.267 (1), p.92-98
Hauptverfasser: Gorshenin, A.K., Kazakov, I. A., Korolev, V.Yu
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Analysis
Convergence
Mathematics
Mathematics and Statistics
Maximization
Mixtures
Optimization
Separation
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Zusammenfassung:In the paper, justification is given for convergence of the median modification of the classical expectation-maximization (EM) algorithm for separation of finite mixtures of normal distributions. This modification is designed to overcome the instability of the classical EM algorithm with respect to initial data.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-022-06109-y