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Oct, 2024
基于Manly变换的混合模型的EM梯度算法
An EM Gradient Algorithm for Mixture Models with Components Derived from the Manly Transformation
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Katharine M. Clark, Paul D. McNicholas
TL;DR
本研究解决了当混合模型的组成部分源自Manly变换时的参数拟合问题。提出了一种新颖的EM梯度算法,在模型参数的初始估计良好时,使用牛顿法的一个步骤来更新偏斜参数。这一方法能够提高模型拟合的效率和准确性,对混合模型的应用具有重要影响。
Abstract
Zhu and Melnykov (2018) develop a model to fit
Mixture Models
when the components are derived from the
Manly Transformation
. Their
EM Algorithm
→