Expert-based Initialization of Recursive Mixture Estimation

0462356 - ÚTIA 2017 RIV BG eng C - Conference Paper (international conference)
Suzdaleva, Evgenia - Nagy, Ivan - Mlynářová, Tereza
Expert-based Initialization of Recursive Mixture Estimation.
Proceedings of 2016 IEEE 8th International Conference on Intelligent Systems. Sofia: IEEE, 2016, 308-315, s. 308-315. ISBN 978-1-5090-1353-1.
[2016 IEEE 8th International Conference on Intelligent Systems IS'2016. Sofia (BG), 04.09.2016-06.09.2016]
R&D Projects: GA ČR GA15-03564S
Institutional support: RVO:67985556
Keywords : mixture initialization * recursive estimation * component centers
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/ZS/suzdaleva-0462356.pdf

Initialization is an extremely important part of the mixture estimation process. There exists a series of initialization approaches in the literature concerning the mixture initialization. However, the majority of them is directed at initialization of the expectation-maximization algorithm widely used in this area. This paper focuses on the initialization of the mixture estimation with normal components based on the recursive statistics update of involved distributions, where the mentioned methods are not suitable. Its key part is the choice of the initial statistics. The paper describes several relatively simple initialization techniques primarily based on processing the prior data. The experimental part of the paper represents results of validation on real data.
Permanent Link: http://hdl.handle.net/11104/0262263