A Block EM Algorithm for Multivariate Skew Normal and Skew t -Mixture Models

Finite mixtures of skew distributions provide a flexible tool for modeling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very time consuming due to the complicated expressions involved in the E-ste...

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Vydané v:	IEEE transaction on neural networks and learning systems Ročník 29; číslo 11; s. 5581 - 5591
Hlavní autori:	Lee, Sharon X., Leemaqz, Kaleb L., McLachlan, Geoffrey J.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	IEEE 01.11.2018
Predmet:	Covariance matrices Data models Expectation–Maximization (EM) algorithm Gaussian distribution Instruction sets Maximum likelihood estimation Mixture models Multicore processing parallel algorithm skew distributions
ISSN:	2162-237X, 2162-2388
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