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stat.ML updates on arXiv.org

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An EM Gradient Algorithm for Mixture Models with Componen...
Katharine M. Clark, Paul D. McNicholas · 2024-10-02 · via stat.ML updates on arXiv.org

Zhu and Melnykov (2018) develop a model to fit mixture models when the components are derived from the Manly transformation. Their EM algorithm utilizes Nelder-Mead optimization in the M-step to update the skew parameter, $\boldsymbolλ_g$. An alternative EM gradient algorithm is proposed, using one step of Newton's method, when initial estimates for the model parameters are good.