Almost sure convergence of Titterington's recursive estimator for mixture models

Shaojun Wang and Yunxin Zhao

Statistics & Probability Letters, 2006, vol. 76, issue 18, 2001-2006

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.

Keywords: Recursive; estimation; Incomplete; data; Mixture; model; Regular; exponential; family; Almost; sure; convergence; Stochastic; approximation (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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