Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models

TitleAlmost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models
Publication TypeJournal Article
Year of Publication2006
AuthorsY. Zhao, Shaojun Wang
JournalStatistics & Probability Letters
Pagination2001-1006
Abstract

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.

Full Text

S. Wang and Y. Zhao, 'Almost Sure Convergence of Titterington's Recursive Estimator for Finite Mixture Models,' Statistics & Probability Letters, Vol. 76, No. 18, pp. 2001-2006, 2006. Language Modeling:
pages: 2001-2006
publisher: Elsevier
year: 2006
hasEditor: S. Datta And H. Koul
hasURL: http://knoesis.wright.edu/library/publications/TitteringtonConvergence.pdf
hasBookTitle: Statistics & Probability Letters