V. Yu. Korolev, A. Yu. Korchagin, O. A. Moreva, “Nonparametric estimation of the density of a mixture of probability laws”, Sistemy i Sredstva Inform., 2012, Volume 22, Issue 2,Pages <nobr>197

This article is cited in 3 papers

Nonparametric estimation of the density of a mixture of probability laws

V. Yu. Korolev^ab, A. Yu. Korchagin^b, O. A. Moreva^c

^a IPI RAN
^b M. V. Lomonosov Moscow State University
^c Ulm University, Germany

Abstract: Kernel estimates of probability densities are empirically compared with the estimates obtained by some versions of the EM (expectation-maximization) algorithm on artificial samples generated from various classes of probability distributions. A grid modification of the EM-algorithm is also considered.

Keywords: kernel density estimator; EM-algorithm; grid method of separation of mixtures.