Abstract:
One of the research hotspots of the expectation-maximization (EM) algorithm is the parameter estimation of mixture models. Taking the Gaussian mixture model (GMM) in a multi-dimensional case as an example, we use the EM algorithm to estimate its parameters, and get the corresponding iterative formulas. Then, use R software to carry out numerical simulation experiments on the EM algorithm, and explore its convergence and sensitivity.
Reference this Research Paper (copy & paste below code):
Qian Wang, Jian Wang
(2021); The EM algorithm for multi-dimensional Gaussian mixture model; International Journal of Scientific and Research Publications (IJSRP)
11(6) (ISSN: 2250-3153), DOI: http://dx.doi.org/10.29322/IJSRP.11.06.2021.p11467