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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive
Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2011, Issue 22, Pages 63–72 (Mi vtpmk261)
Probabilistic-statistical models

The robust version of EM-algorithm for finite normal mixtures

A. K. Gorshenina, I. A. Kazakovb, V. Yu. Korolevba

a Institute of Informatics Problems of the Russian Academy of Sciences
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: The paper considers stable median modification of the classical EM-algorithm for finite normal mixtures and gives a proof of the method's convergence.

Keywords: robustness, median estimators, EM-algorithm, normal mixtures, mixtures of Laplace distributions.

UDC: 519.254

Received: 16.08.2011
Revised: 20.08.2011



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