基于BIC和ICL准则的14种简约高斯混合模型的分形- em算法的模型选择

Jingwen Wu, H. Hamdan
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引用次数: 6

摘要

在基于模型的聚类方法中,选择正确的模型是重要的一步。在此框架中,提出了BIC和ICL标准来选择标准数据的聚类模型。另一方面,为了在使用EM算法时加快数据处理速度,将该算法应用于分类数据(binned-EM算法)。针对数据结构较简单的情况,提出了14种简化高斯混合模型的分形em算法,以取代最通用的高斯混合模型的分形em算法。因此,本文研究了在基于这14种分类- em算法进行聚类时,如何应用BIC和ICL准则来选择一个更好地拟合分类数据的模型。对模拟数据和实际数据进行了数值实验,并对实验结果进行了分析。
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Model choice for binned-EM algorithms of fourteen parsimonious Gaussian mixture models by BIC and ICL criteria
Choosing the right model is an important step in model-based clustering approaches. In this framework, BIC and ICL criteria were proposed to choose a model for clustering of standard data. On the other hand, in order to accelerate the data processing when using EM algorithm, this algorithm was adapted to binned data (binned-EM algorithm). Then fourteen binned-EM algorithms of fourteen parsimonious Gaussian mixture models were developed to replace the binned-EM algorithm of the most general Gaussian mixture model when data have a simple structure. So this paper studies the application of BIC and ICL criteria to select a good model which better fits binned data, when clustering is based on these fourteen binned-EM algorithms. Numerical experiments on simulated and real data are performed, and the experimental results are analyzed.
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