Online k-MLE for mixture modeling with exponential families - Christophe Saint-Jean, Frank Nielsen
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last edited by Geo-Sci-InfoAuthor(s): Christophe Saint-Jean, Frank Nielsen
DOI URL: http://dx.doi.org/10.1007/978-3-319-25040-3_37
Video: http://www.youtube.com/watch?v=W4H5ccCNqck
Slides: Saint-Jean_Online kMLE.pdf
Presentation: https://www.see.asso.fr/node/14291
Creative Commons Attribution-ShareAlike 4.0 InternationalAbstract:
This paper address the problem of online learning finite statistical mixtures of exponential families. A short review of the Expectation-Maximization (EM) algorithm and its online extensions is done. From these extensions and the description of the k-Maximum Likelihood Estimator (k-MLE), three online extensions are proposed for this latter. To illustrate them, we consider the case of mixtures of Wishart distributions by giving details and providing some experiments.
