TY - GEN
T1 - Batch and on-line parameter estimation of Gaussian mixtures based on the joint entropy
AU - Singer, Yoram
AU - Warmuth, Manfred K.
PY - 1999
Y1 - 1999
N2 - We describe a new iterative method for parameter estimation of Gaussian mixtures. The new method is based on a framework developed by Kivinen and Warmuth for supervised on-line learning. In contrast to gradient descent and EM, which estimate the mixture's covariance matrices, the proposed method estimates the inverses of the covariance matrices. Furthermore, the new parameter estimation procedure can be applied in both on-line and batch settings. We show experimentally that it is typically faster than EM, and usually requires about half as many iterations as EM.
AB - We describe a new iterative method for parameter estimation of Gaussian mixtures. The new method is based on a framework developed by Kivinen and Warmuth for supervised on-line learning. In contrast to gradient descent and EM, which estimate the mixture's covariance matrices, the proposed method estimates the inverses of the covariance matrices. Furthermore, the new parameter estimation procedure can be applied in both on-line and batch settings. We show experimentally that it is typically faster than EM, and usually requires about half as many iterations as EM.
UR - http://www.scopus.com/inward/record.url?scp=0013397137&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0013397137&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:0013397137
SN - 0262112450
SN - 9780262112451
T3 - Advances in Neural Information Processing Systems
SP - 578
EP - 584
BT - Advances in Neural Information Processing Systems 11 - Proceedings of the 1998 Conference, NIPS 1998
PB - Neural information processing systems foundation
T2 - 12th Annual Conference on Neural Information Processing Systems, NIPS 1998
Y2 - 30 November 1998 through 5 December 1998
ER -