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This œuvre, Online k-MLE for mixture modeling with exponential families, by Christophe Saint-jean is licensed under a Creative Commons Attribution-ShareAlike 4.0 International license.

Online k-MLE for mixture modeling with exponential families


Online k-MLE for mixture modeling with exponential families
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This paper address the problem of online learning finite statistical mixtures of exponential families. A short review of the Expectation-Maximization (EM) algorithm and its online extensions is done. From these extensions and the description of the k-Maximum Likelihood Estimator (k-MLE), three online extensions are proposed for this latter. To illustrate them, we consider the case of mixtures of Wishart distributions by giving details and providing some experiments.
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Online k-MLE for mixture modeling with exponential families
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