Convergence Analysis of Gradient EM for Multi-component Gaussian Mixture

arXiv: Statistics Theory, 2017.

Cited by: 1|Views29

Abstract:

In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate depending on the mixing coefficients, minimum and maximum pairwise distances between the true centers a...More

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