TY - JOUR
T1 - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
JF - Statistics & Probability Letters
Y1 - 2006
A1 - Y. Zhao
A1 - Shaojun Wang
AB - Titterington proposed a recursive parameter estimation algorithm for finite mixture models. However, due to the well known problem of singularities and multiple maximum, minimum and saddle points that are possible on the likelihood surfaces, convergence analysis has seldom been made in the past years. In this paper, under mild conditions, we show the global convergence of Titterington's recursive estimator and its MAP variant for mixture models of full regular exponential family.
ER -
TY - JOUR
T1 - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
JF - Elsevier
Y1 - 2006
A1 - Shaojun Wang
A1 - Y. Zhao
AB - Titterington proposed a recursive parameter estimation algorithm for finite mixture models. However, due to the well known problem of singularities and multiple maximum, minimum and saddle points that are possible on the likelihood surfaces, convergence analysis has seldom been made in the past years. In this paper, under mild conditions, we show the global convergence of Titterington's recursive estimator and its MAP variant for mixture models of full regular exponential family.
ER -
TY - CONF
T1 - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
T2 - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
Y1 - 2001
A1 - Y. Zhao
A1 - Shaojun Wang
AB - Titterington proposed a recursive parameter estimation algorithm for finite mixture models. However, due to the well known problem of singularities and multiple maximum, minimum and saddle points that are possible on the likelihood surfaces, convergence analysis has seldom been made in the past years. In this paper, under mild conditions, we show the global convergence of Titterington's recursive estimator and its MAP variant for mixture models of full regular exponential family.
JA - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
ER -
TY - CONF
T1 - Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
Y1 - 2001
A1 - Shaojun Wang
A1 - Y. Zhao
ER -