Estimating local optimums in EM algorithm over Gaussian mixture model

EM algorithm is a very popular iteration-based method to estimate the parameters of Gaussian Mixture Model from a large observation set. However, in most cases, EM algorithm is not guaranteed to converge to the global optimum. Instead, it stops at some local optimums, which can be much worse than th...

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Bibliographic Details
Main Authors: ZHANG, Zhenjie, DAI, Bing Tian, TUNG, Anthony K.H.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
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Online Access:https://ink.library.smu.edu.sg/sis_research/4166
https://ink.library.smu.edu.sg/context/sis_research/article/5169/viewcontent/196.pdf
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Institution: Singapore Management University
Language: English