A non asymptotic penalized criterion for Gaussian mixture model selection

A non asymptotic penalized criterion for Gaussian mixture model selection

Specific Gaussian mixtures are considered to solve simultaneously variable selection and clustering problems. A non asymptotic penalized criterion is proposed to choose the number of mixture components and the relevant variable subset. Because of the non linearity of the associated Kullback-Leibler contrast on Gaussian mixtures, a general model selection theorem for MLE proposed by Massart (200...

A Batch Rival Penalized Expectation-Maximization Algorithm for Gaussian Mixture Clustering with Automatic Model Selection

Within the learning framework of maximum weighted likelihood (MWL) proposed by Cheung, 2004 and 2005, this paper will develop a batch Rival Penalized Expectation-Maximization (RPEM) algorithm for density mixture clustering provided that all observations are available before the learning process. Compared to the adaptive RPEM algorithm in Cheung, 2004 and 2005, this batch RPEM need not assign th...

Penalized maximum likelihood for multivariate Gaussian mixture

In this paper, we first consider the parameter estimation of a multivariate random process distribution using multivariate Gaussian mixture law. The labels of the mixture are allowed to have a general probability law which gives the possibility to modelize a temporal structure of the process under study. We generalize the case of univariate Gaussian mixture in [1] to show that the likelihood is...

Penalized Likelihood Estimation in Gaussian Mixture Models

­­Image Segmentation using Gaussian Mixture Model

Abstract: Stochastic models such as mixture models, graphical models, Markov random fields and hidden Markov models have key role in probabilistic data analysis. In this paper, we used Gaussian mixture model to the pixels of an image. The parameters of the model were estimated by EM-algorithm.   In addition pixel labeling corresponded to each pixel of true image was made by Bayes rule. In fact,...