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.
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.
|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|
|Deposited By:||Mrs Yaling Zhang|
|Deposited On:||18 Jun 2008 16:49|
|Last Modified:||09 Oct 2013 15:42|
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