Title :
Parameter estimation for von mises-fisher mixture model via Gaussian distribution
Author :
Yasutomi, Suguru ; Tanaka, Toshihisa
Author_Institution :
Dept. of Electr. & Electron. Eng., Tokyo Univ. of Agric. & Technol., Koganei, Japan
Abstract :
Directional statistics deal with direction, such as angles and phases. A well-known distribution in directional statistics is von Mises-Fisher (vMF) distribution, which is Gaussian distribution on a unit hypersphere. For a vMF mixture model, a maximum likelihood estimator and a variational Bayes estimator have already been derived. However, an iterative algorithm for finding the maximum likelihood estimator may accumulate approximation error. Besides, the variational Bayes estimator cannot estimate some parameters. This paper derives an estimator of the parameters in the vMF mixture model via the Gaussian distribution to solve these problems. We focus on the fact that the vMF distribution is derived from the Gaussian distribution. At first, we apply the estimation for the Gaussian mixture model to observed samples. Then, we convert the estimated Gaussian mixture distribution to a vMF mixture distribution. Experimental results support the analysis.
Keywords :
Gaussian distribution; iterative methods; maximum likelihood estimation; mixture models; Gaussian mixture distribution; directional statistics; iterative algorithm; maximum likelihood estimator; parameter estimation; vMF mixture model; variational Bayes estimator; von Mises-Fisher mixture model; Approximation methods; Gaussian distribution; Gaussian mixture model; Maximum likelihood estimation; Parameter estimation;
Conference_Titel :
Asia-Pacific Signal and Information Processing Association, 2014 Annual Summit and Conference (APSIPA)
Conference_Location :
Siem Reap
DOI :
10.1109/APSIPA.2014.7041707