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Estimating the parameters of mixture models with modal estimators |
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| Authors: | Richard A Redner Richard J Hathaway James C Bezdek |
| Affiliation: | 1. Department of Mathematics , The University of Tulsa , Tulsa, OK, 74104;2. Department of Statistics , Georgia Southern College , Statesboro, GA, 30460;3. Department of computer Science , University of South Carolina , Columbia, SC, 29208 |
| Abstract: | This paper extends some of the work presented in Redner and Walker [I9841 on the maximum likelihood estimate of parameters in a mixture model to a Bayesian modal estimate. The problem of determining the mode of the joint posterior distribution is discussed. Necessary conditions are given for a choice of parameters to be the mode and a numerical scheme based on the EM algorithm is presented. Some theoretical remarks on the resulting iterative scheme and simulation results are also given. |
| Keywords: | Bayesian Estimation EM algorithm maximum likelihood |