Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models.
Ryan P. BrownePaul D. McNicholasPublished in: Stat. Comput. (2014)
Keyphrases
- parameter estimation
- mixture model
- em algorithm
- expectation maximization
- maximum likelihood
- model selection
- gaussian mixture model
- euclidean space
- covariance matrices
- density estimation
- generative model
- parameter estimation algorithm
- probabilistic model
- statistical models
- random fields
- approximate inference
- likelihood function
- probability density function
- maximum likelihood estimation
- gaussian mixture
- hyperparameters
- least squares
- markov random field
- high dimensional
- mixture modeling
- low dimensional
- image segmentation
- riemannian metric
- gaussian distribution
- posterior distribution
- cross validation
- unsupervised learning
- maximum a posteriori
- graphical models
- gibbs sampling
- language model
- image processing
- text classification