Alternative EM methods for nonparametric finite mixture models
非参数有限混合模型的替代 EM 方法
This research focuses on a general class of maximum likelihood problems in which it is desired to maximise a nonparametric mixture likelihood with finitely many known component densities over the set of unknown weight parameters. Convergence of the conventional EM algorithm for this problem is extremely slow when the component densities are poorly separated and when the maximum likelihood estimator requires some of the weights to be zero, as the algorithm can never reach…