Free Split and Merge Expectation Maximization for MultiVariate Gaussian Mixture 1.0

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Free Split and Merge Expectation-Maximization algorithm for Multivariate Gaussian Mixtures. This algorithm is suitable to estimate mixture parameters and the number of conpounds Usage ------- [logl , M , S , P] = fsmem_mvgm(Z , [M0] , [S0] , [P0] , [option]); Inputs ------- Z Measurements (d x N) M0 Initial mean vector. M0 can be (d x 1 x K) (default [Kini random elements from Z]) S0 Initial covariance matrix. S0 can be (d x d x K) (default [cov(Z)/40]) P0 Initial mixture probablities (1 x 1 x K) : (default [1/Kini]) optionsKini Initial number of compounds (default [5])Kmax Maximum number of compounds (default [15]) maxite_fsmem Number of maximum iteration for the main loop of the fsmem (default [100])maxite_fullem Number of maximum iteration for the full EM inside the main loop (default [100])maxite_partialem Number of maximum iteration for the partial EM inside the main loop (default [100])epsi_fullem Tolerance in loglikelihood improuvement of the Full EM (default [1e-6])epsi_partialem Tolerance in loglikelihood improuvement of the Partial EM (default [1e-6])lambda Covariance regularization parameter (default [0.01])maxcands_split Maximum number of split candidate (default [5])splitinit_epsi Split Initialisation parameter for the mean of splitted cluster (default [1])maxcands_merge Maximum number of merge candidate (default [5])covtype Covariance type : 0 = full , 1 = elliptical , 2 = spherical (default [0])fail_exit Number of tentatives of split/merge operations before exit. If fail_exit = 0, then FSMEM = EM Ouputs ------- logl Final loglikelihood M Estimated mean vector (d x 1 x Kest), where Kest is the number of estimated coupounds S Estimated covariance vector (d x d x Kest) P Estimated initial probabilities (1 x 1 x Kest)Please run mexme_fsmem_mvgm.m in order to compiler mex-files on your own plateformPlease run test_fsmem_mvgm for the demo

Requirements: No special requirements

Platforms: Matlab

Keyword: Algorithm, Covtype Co, Elliptical, Epsi Fullem, Epsi Partialem, Estimate Mixture, Fail Exit, Kini Optionskini, Kmax Maximum, Lambda Covariance, Maxcands Merge, Maxcands Split, Maxite, Maxite Fullem, Maxite Partialem, Merge, Plateformplease, Splitinit Epsi

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License: Freeware

Size: 215.04 KB

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