Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A Study for Efficient EM Algorithms for Estimation of the Proportion of a Mixed Distribution

분포 혼합비율의 모수추정을 위한 효율적인 알고리즘에 관한 연구

  • 황강진 (강릉영동대학 인터넷사무정보전공) ;
  • 박경탁 (동국대학교 통계학과) ;
  • 유희경 (삼척대학교 컴퓨터공학과)
  • Published : 2002.12.01
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Abstract

EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.

Keywords

References

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