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:: Volume 24, Issue 2 (3-2014) ::
مجله‌ی بررسی‌ها 2014, 24(2): 145-165 Back to browse issues page
Four Methods of Estimating Parameters of a Gaussian Mixture Model
Donya Rahmani, Adel Mohammadpour *
Abstract:   (4339 Views)

Gaussian mixture model is the most widely used finite mixture model. The important feature of this model is its flexibility with respect to various forms of continuous distributions. Because the most important part of model fitting is the estimation of its parameters, we want to estimate two-component Gaussian mixture model parameters through the four estimation methods. We introduce a two-component Gaussian mixture model and then estimate model parameters using the method of moment and maximum likelihood by the name of analytical and numerical solutions, respectively. In continuation, the parameters are estimated using the EM algorithm and the Gibbs sampler algorithm. In conclusion, the results of these methods are compared with each other. We try to solve an estimation problem with the four common methods and introduce advantage and disadvantage of them for users.

Keywords: Analytical and numerical solution, EM algorithm, Gibbs sampler, Gaussian mixture model.
Full-Text [PDF 246 kb]   (6445 Downloads)    
Type of Study: Research | Subject: General
Received: 2011/10/31 | Accepted: 2014/11/24 | Published: 2015/12/6
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Rahmani D, Mohammadpour A. Four Methods of Estimating Parameters of a Gaussian Mixture Model . مجله‌ی بررسی‌ها. 2014; 24 (2) :145-165
URL: http://ijoss.srtc.ac.ir/article-1-30-en.html

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Volume 24, Issue 2 (3-2014) Back to browse issues page
مجله‌ی بررسی‌های آمار رسمی ایران Ijoss Iranian Journal of Official Statistics Studies
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