EM algorithm in Gaussian copula with missing data.
Wei DingPeter X.-K. SongPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- missing data
- em algorithm
- gaussian mixture
- expectation maximization
- maximum likelihood
- gaussian mixture model
- incomplete data
- mixture model
- parameter estimation
- finite mixture models
- generative model
- missing values
- low rank
- likelihood function
- mixture of gaussians
- maximum likelihood estimation
- matrix factorization
- expectation maximisation
- probability density function
- maximum a posteriori
- hyperparameters
- mixture distribution
- gaussian distribution
- density estimation
- machine learning
- unsupervised learning
- probability distribution
- probabilistic model
- high dimensional