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http://dx.doi.org/10.5351/CKSS.2008.15.1.001

Speedup of EM Algorithm by Binning Data for Normal Mixtures  

Oh, Chang-Hyuck (Department of Statistics, Yeungnam University)
Publication Information
Communications for Statistical Applications and Methods / v.15, no.1, 2008 , pp. 1-11 More about this Journal
Abstract
For a large data set the high computational cost of estimating the parameters of normal mixtures with the conventional EM algorithm is crucially impedimental in applying the algorithm to the areas requiring high speed computation such as real-time speech recognition. Simulations show that the binned EM algorithm, being compared to the standard one, significantly reduces the cost of computation without loss in accuracy of the final estimates.
Keywords
Binned EM algorithm; execution time; normal mixtures; simulation;
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