%0 Journal Article
%J Statistics & Probability Letters
%D 2006
%T Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%A Y. Zhao
%A Shaojun Wang
%X 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.
%B Statistics & Probability Letters
%P 2001-1006
%G eng
%0 Journal Article
%J Elsevier
%D 2006
%T Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%A Shaojun Wang
%A Y. Zhao
%X 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.
%B Elsevier
%P 2001-2006
%G eng
%0 Conference Paper
%B Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%D 2001
%T Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%A Y. Zhao
%A Shaojun Wang
%X 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.
%B Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%G eng
%0 Conference Paper
%D 2001
%T Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
%A Shaojun Wang
%A Y. Zhao
%G eng