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Gaussian mixtures (i.e. linear combinations of multivariate Gaussian probability densities) appear in numerous applications due to their universal ability to approximate multimodal probability distributions. Finding the modes (maxima) of a Gaussian mixture is a fundamental problem arising in...
Persistent link: https://www.econbiz.de/10010994087
Trust region algorithms are well known in the field of local continuous optimization. They proceed by maintaining a confidence region in which a simple, most often quadratic, model is substituted to the criterion to be minimized. The minimum of the model in the trust region becomes the next...
Persistent link: https://www.econbiz.de/10010758667
In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi-symmetric tensor is introduced to reveal the relation...
Persistent link: https://www.econbiz.de/10011240898
Persistent link: https://www.econbiz.de/10008925240