Recursive unsupervised learning of finite mixture models.
There are two open problems when finite mixture densities are used to model multivariate data: the selection of the number of components and the initialization. In this paper, we propose an online (recursive) algorithm that estimates the parameters of the mixture and that simultaneously selects the number of components. The new algorithm starts with a large number of randomly initialized components. A prior is used as a bias for maximally structured models. A stochastic approximation recursive learning algorithm is proposed to search for the maximum a posteriori (MAP) solution and to discard the irrelevant components.
Zivkovic
Zoran
Z
Laboratory for Measurement and Instrumentation, University of Twente, Enschede, The Netherlands. zivkovic@science.uva.nl
van der Heijden
Ferdinand
F
D000465:Algorithms; D001185:Artificial Intelligence; D016000:Cluster Analysis; D003196:Computer Graphics; D003198:Computer Simulation; D016247:Information Storage and Retrieval / Q000379:methods*; D016013:Likelihood Functions; D008954:Models, Biological; D015233:Models, Statistical; D009716:Numerical Analysis, Computer-Assisted; D010363:Pattern Recognition, Automated; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity; D013269:Stochastic Processes; D014584:User-Computer Interface