論文

基本情報

氏名 黒田 正博
氏名(カナ) クロダ マサヒロ
氏名(英語) Kuroda Masahiro
所属 経営学部 経営学科
職名 教授
researchmap研究者コード 5000032373
researchmap機関 岡山理科大学

題名

Fast computation of the EM algorithm for mixture models 

単著・共著の別

単著

著者

Kuroda, M.

概要

Mixture models become increasingly popular due to their modeling flexibility and are applied to the clustering and classification of heterogeneous data. The EM algorithm is largely used for the maximum likelihood estimation of mixture models because the algorithm is stable in convergence and simple in implementation. Despite such advantages, it is pointed out that the EM algorithm is local and has slow convergence as the main drawback. To avoid the local convergence of the EM algorithm, multiple runs from several different initial values are usually used. Then the algorithm may take a large number of iterations and long computation time to find the maximum likelihood estimates. The speedup of computation of the EM algorithm is available for these problems. We give the algorithms to accelerate the convergence of the EM algorithm and apply them to mixture model estimation. Numerical experiments examine the performance of the acceleration algorithms in terms of the number of iterations and computation time.

発表雑誌等の名称

Computational Statistics and Applications

出版者

IntechOpen

開始ページ

1

終了ページ

17

発行又は発表の年月

2021/12

査読の有無

有り

招待の有無

無し

記述言語

英語

掲載種別

研究論文(学術雑誌)

ISSN

ID:DOI

10.5772/intechopen.101249

ID:NAID(CiNiiのID)

ID:PMID

URL

JGlobalID

arXiv ID

ORCIDのPut Code

DBLP ID