h******a
发帖数: 4 | 1 在不同条件下 如何用EM Algorithm去估未知参数
1。Gaussian Mixture Model with common known variance
2。Gaussian Mixture Model with common unknown variance
3。Gaussian Mixture Model with different unknown variance |
h******a
发帖数: 198 | |
l********s
发帖数: 430 | 3 没有什么难的，只是M-step要多估计K-1各参数。E-step都是一样。
【在 h******a 的大作中提到】
: 最后一个比较难，怎么搞？
|
b*****e
发帖数: 499 | 4 这是EM算法最普通的应用了。GOOGLE一下就应该能找到答案。
【在 h******a 的大作中提到】
: 在不同条件下 如何用EM Algorithm去估未知参数
: 1。Gaussian Mixture Model with common known variance
: 2。Gaussian Mixture Model with common unknown variance
: 3。Gaussian Mixture Model with different unknown variance
|
t*****9
发帖数: 19 | 5 Hi, I think if you go to "R search" and you will find some packages that
deal with such kind of normal mixtures with EM algorithm. What you need to
do is to specify those situations for the functions provided.
Hope this helps. |
