Title :
A combined method for finding best starting points for optimisation in bernoulli mixture models
Author :
Frouzesh, F. ; Pledger, S. ; Hirose, Y.
Author_Institution :
Sch. of Math., Stat. & Oper. Res., Victoria Univ. of Wellington, Wellington, New Zealand
Abstract :
Mixture models are frequently used to classify data. They are likelihood based models, and the maximum likelihood estimates of parameters are often obtained using the expectation maximization (EM) algorithm. However, multimodality of the likelihood surface means that poorly chosen starting points for optimisation may lead to only a local maximum, not a global maximum. In this paper, different methods of choosing starting points will be evaluated and compared, mainly via simulated data and then we will introduce a procedure which will make intelligent choices of possible starting points and fast evaluations of their usefulness.
Keywords :
data handling; expectation-maximisation algorithm; optimisation; pattern classification; Bernoulli mixture models; EM algorithm; best starting point selection method; data classification; expectation maximization algorithm; likelihood surface multimodality; likelihood-based model; local maximum; maximum likelihood estimation; optimisation; parameter estimation; Clustering algorithms; Clustering methods; Computational modeling; Data models; Mathematical model; Maximum likelihood estimation; Partitioning algorithms;
Conference_Titel :
Pattern Recognition (ICPR), 2012 21st International Conference on
Conference_Location :
Tsukuba
Print_ISBN :
978-1-4673-2216-4