Fearnhead, P. (2004) A second order approximation to the log-likelihood surface for mixture models, with application to the EM algorithm. Journal of Computational & Graphical Statistics, 13 (3). pp. 739-750.
Full text not available from this repository.Abstract
This article considers a new approximation to the log-likelihood surface in mixture models. This approximation is based on both the mean and variance of the full-data loglikelihood over imputations of assignments of observations to components. This approximation is accurate to second order, and holds for general missing data problems. The approximation provides a new method for calculating the observed information using the EM algorithm, and motivates a Gauss-Newton method for finding the MLE. This GaussNewton method is implemented together with the ideas behind the SAGE algorithm. The resulting algorithm outperforms the EM, CEMM, and a further Gauss-Newton algorithm when analyzing data from three-component Gaussian mixtures.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Computational & Graphical Statistics |
| Uncontrolled Keywords: | CEMM ; GAUSS-NEWTON ; OBSERVED INFORMATION ; SAGE |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 9404 |
| Deposited By: | Mrs Yaling Zhang |
| Deposited On: | 18 Jun 2008 16:49 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:36 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/9404 |
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