A study of online and blockwise updating of the EM algorithm for Gaussian mixtures.
Jochen Einbeck, Daniel Bonetti · Durham Research Online (Durham University) · 2014
A variant of the EM algorithm for the estimation of multivariate Gaussian mixtures, which allows for online as well as blockwise updating of sequentially obtained parameter estimates, is investigated. Several dierent update schemes are considered and compared, and the benets of articially performing EM in batches, even though all data are available, are discussed.