This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
|
Activity Number:
|
347
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
IMS
|
| Abstract - #308600 |
|
Title:
|
An Initialization Strategy for the EM Algorithm in Gaussian Mixtures
|
|
Author(s):
|
Igor Melnykov*+ and Volodymyr Melnykov
|
|
Companies:
|
Colorado State University and North Dakota State University
|
|
Address:
|
2200 Bonforte Blvd., Pueblo, CO, 81001, USA
|
|
Keywords:
|
EM algorithm ;
mixture models ;
Gaussian distribution ;
initialization
|
|
Abstract:
|
An approach is proposed for initializing the EM algorithm. As the EM algorithm is often sensitive to the choice of the initial parameter vector, efficient initialization is an important preliminary process for the future convergence of the algorithm to the best local maximum of the loglikelihood function. Currently, no initialization method has superiority over others in all practical settings. Considering Gaussian mixture models, we propose another strategy initializing mean vectors by choosing points with higher concentrations of neighbors and using this information for the preliminary estimation of dispersion matrices. The suggested approach is illustrated on several examples and compared with some other initialization methods.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.