Another interpretation of the EM algorithm for mixture distributions

Richard J. Hathaway

Statistics & Probability Letters, 1986, vol. 4, issue 2, 53-56

Abstract: The EM algorithm for mixture problems can be interpreted as a method of coordinate descent on a particular objective function. This view of the iteration partially illuminates the relationship of EM to certain clustering techniques and explains global convergence properties of the algorithm without direct reference to an incomplete data framework.

Keywords: 62F10; mixture; distributions; EM; algorithm; coordinate; descent (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (17)

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