Recursive estimation in mixture models with Markov regime.

Ulla Holst Georg Lindgren

Published in: IEEE Trans. Inf. Theory (1991)

Keyphrases

mixture model
gaussian mixture model
em algorithm
generative model
markov chain
density estimation
probabilistic model
expectation maximization
maximum likelihood
language model
model selection
unsupervised learning
mixture modeling
automatic model selection
conditional independence
model based clustering