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Mixture densities, maximum likelihood, and the EM algorithmThe problem of estimating the parameters which determine a mixture density is reviewed as well as maximum likelihood estimation for it. A particular iterative procedure for numerically approximating maximum likelihood estimates for mixture density problems is considered. This EM algorithm, is a specialization to the mixture density context of a general algorithm of the same name used to approximate maximum likelihood estimates for incomplete data problems. The formulation and theoretical and practical properties of the EM algorithm for mixture densities are discussed focussing in particular on mixtures of densities from exponential families.
Document ID
19830007515
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Redner, R. A.
(Tulsa Univ. OK, United States)
Walker, H. F.
(Houston Univ. Tex., United States)
Date Acquired
August 11, 2013
Publication Date
January 1, 1982
Publication Information
Publication: Texas A and M Univ. Proc. of the NASA Workshop on Density Estimation and Function Smoothing
Subject Category
Earth Resources And Remote Sensing
Accession Number
83N15786
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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