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On Convergence Properties of the EM Algorithm for Gaussian Mixtures

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Author(s)
Jordan, Michael
•
Xu, Lei
Date Issued
April 21, 1995
Series/Report no.
AIM-1520
CBCL-111
Abstract
"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.
Subjects
learning
neural networks
EM algorithm
clustering
mixture models
statistics
Persistent DSpace Link
http://hdl.handle.net/1721.1/7195
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