Estimating the parameters of mixture models with modal estimators
Richard A. Redner, Richard J. Hathaway, James C. Bezdek · Communication in Statistics- Theory and Methods · 1987
This paper extends some of the work presented in Redner and Walker [I9841 on the maximum likelihood estimate of parameters in a mixture model to a Bayesian modal estimate. The problem of determining the mode of the joint posterior distribution is discussed. Necessary conditions are given for a choice of parameters to be the mode and a numerical scheme based on the EM algorithm is presented. Some theoretical remarks on the resulting iterative scheme and simulation results are also given.