Convergence of the Expectation-Maximization Algorithm Through Discrete-Time Lyapunov Stability Theory

no code implementations • 4 Oct 2018 • Orlando Romero, Sarthak Chatterjee, Sérgio Pequito

Furthermore, we propose to assess its convergence as asymptotic stability in the sense of Lyapunov.

Clustering Density Estimation

Analysis of a Generalized Expectation-Maximization Algorithm for Gaussian Mixture Models: A Control Systems Perspective

no code implementations • 3 Mar 2019 • Sarthak Chatterjee, Orlando Romero, Sérgio Pequito

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning.

Clustering