Automatic estimation algorithm of component number of mixture model based on penalized distance

作者：Zhang Da Ming^*; Fu Mao Sheng; Guo Hui; Luo Bin

来源：Journal of South China University of Technology(Natural Science Edition), 2009, 37(10): 101-107.

• Finite mixture models
• Greedy EM
• Parzen window
• Parzen windows
• Penalized minimum matching distance

The expectation-maximization (EM) algorithm is a popular approach to the parameter estimation of the finite mixture model (FMM). A drawback of this approach is that the number of components of the FMM is not known in advance. In this paper, a penalized minimum matching distance-guided EM algorithm is discussed. Then, under the framework of Greedy EM, an automatic algorithm with high speed and accuracy is proposed to estimate the component number of the Gaussian mixture model. The effectiveness of the proposed algorithm is finally verified by the simulations of univariate and bivariate Gaussian mixture models.

• 出版日期2009
• 单位安徽大学