A Block EM Algorithm for Multivariate Skew Normal and Skew <inline-formula> <tex-math notation="LaTeX">$t$ </tex-math> </inline-formula>-Mixture Models
نویسندگان
چکیده
منابع مشابه
A block EM algorithm for multivariate skew normal and skew t-mixture models
Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time-efficient implementation of the EM algo...
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ژورنال
عنوان ژورنال: IEEE Transactions on Neural Networks and Learning Systems
سال: 2018
ISSN: 2162-237X,2162-2388
DOI: 10.1109/tnnls.2018.2805317