Another interpretation of the EM algorithm for mixture distributions
The EM algorithm for mixture problems can be interpreted as a method of coordinate descent on a particular objective function. This view of the iteration partially illuminates the relationship of EM to certain clustering techniques and explains global convergence properties of the algorithm without direct reference to an incomplete data framework.
Year of publication: |
1986
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Authors: | Hathaway, Richard J. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 2, p. 53-56
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Publisher: |
Elsevier |
Keywords: | 62F10 mixture distributions EM algorithm coordinate descent |
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