- Title
- Maximum Likelihood Infinite Mixture Distribution Estimation Utilizing Finite Gaussian Mixtures
- Creator
- Orellana, Rafael; Carvajal, Rodrigo; Agüero, Juan C.
- Relation
- 18th IFAC Symposium on System Identification SYSID 2018. Proceedings of the 18th IFAC Symposium on System Identification SYSID 2018, Volume 51 (Stockholm, Sweden 09-11 July, 2018) p. 706-711
- Publisher Link
- http://dx.doi.org/10.1016/j.ifacol.2018.09.200
- Publisher
- International Federation of Automatic Control
- Resource Type
- conference paper
- Date
- 2018
- Description
- In this paper we develop a Maximum Likelihood estimation algorithm for the estimation of infinite mixture distributions. We assume a known conditional distribution, whilst the weighting distribution is assumed unknown and it is approximated by a finite Gaussian mixture. Our approach allows for the correct estimation of the Gaussian mixture parameters. We illustrate the estimation performance of our proposal with numerical simulations.
- Subject
- Gaussian mixture; estimation; maximum likelihood; expectation-maximization; optimization
- Identifier
- http://hdl.handle.net/1959.13/1447925
- Identifier
- uon:43263
- Language
- eng
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