信道匹配算法用于混合模型挑战EM算法Channels .PPTVIP

信道匹配算法用于混合模型——挑战EM算法Channels’ Matching Algorithm for Mixture Models——A Challenge to the EM Algorithm 鲁晨光 Chenguang Lu lcguang@Hpage: /lcg/; /lcg/english/ This ppt may be downloaded from /lcg/CM/CM4mix.ppt  1. Mixture Models: Guessing Parameters There are about 70 thousand papers with EM in titles. See / True model: P*(Y) and P*(X|Y) produces P(X)=P*(y1)P*(X|y1)+P*(y2)P*(X|y2)+… Predictive model：P(Y) and {θj} produces Q(X)=P(y1)P(X|θ1)+P(y2)P(X|θ2)+… Gaussian distribution: P(X| θj)=Kexp[-(X-cj)2/(2dj2)] Iterative algorithm to guess P(Y) and {(cj ，dj)} till Kullback-Leibler