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Free Split and Merge Expectation Maximization for MultiVariate Gaussian Mixture 1.0

  Date Added: August 05, 2013  |  Visits: 272

Free Split and Merge Expectation Maximization for MultiVariate Gaussian Mixture

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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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