Efficient computation of the Fisher information matrix in the EM algorithm.
Lingyao MengJames C. SpallPublished in: CISS (2017)
Keyphrases
- fisher information
- efficient computation
- em algorithm
- probability density function
- expectation maximization
- maximum likelihood
- mixture model
- positive definite
- exponential family
- gaussian mixture
- gaussian mixture model
- parameter estimation
- euclidean space
- log likelihood
- generative model
- noise level
- incomplete data
- hyperparameters
- hidden variables
- density estimation
- maximum a posteriori
- kullback leibler divergence
- geodesic distance
- covariance matrix
- image segmentation
- machine learning
- unsupervised learning
- probabilistic model
- free energy
- image processing