Fast estimation for generalised multivariate joint models using an approximate EM algorithm.
James MurrayPete PhilipsonPublished in: Comput. Stat. Data Anal. (2023)
Keyphrases
- em algorithm
- parameter estimation
- expectation maximization
- maximum likelihood estimation
- maximum likelihood
- mixture model
- hidden variables
- incomplete data
- finite mixture models
- update equations
- log likelihood function
- gaussian mixture model
- likelihood function
- probabilistic model
- density estimation
- log likelihood
- finite mixture model
- gaussian mixture
- maximum likelihood estimates
- maximum a posteriori
- map estimation
- model selection
- penalized likelihood
- probabilistic principal component analysis
- mixture modeling
- hidden markov models
- probability density function
- generative model
- model based clustering
- parameter learning
- hyperparameters
- finite mixtures
- clustering algorithm
- matrix factorisation