Optimizing the Estimation of a Histogram-Bin Width—Application to the Multivariate Mixture-Model Estimation

Optimizing the Estimation of a Histogram-Bin Width—Application to the Multivariate Mixture-Model Estimation

A maximum-likelihood estimation of a multivariate mixture model’s parameters is a difficult problem. One approach is to combine the REBMIX and EM algorithms. However, the REBMIX algorithm requires the use of histogram estimation, which is the most rudimentary approach to an empirical density estimat...

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Bibliographic Details
Main Authors: Branislav Panić, Jernej Klemenc, Marko Nagode
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Mathematics
Subjects:
histogram
integer optimization
parameter estimation
EM
REBMIX
mixture model
Online Access:https://www.mdpi.com/2227-7390/8/7/1090

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