Melnykov, Volodymyr; Melnykov, Igor - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1381-1395
An approach is proposed for initializing the expectation–maximization (EM) algorithm in multivariate Gaussian mixture models with an unknown number of components. As the EM algorithm is often sensitive to the choice of the initial parameter vector, efficient initialization is an important...