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A Study for Efficient EM Algorithms for Estimation of the Proportion of a Mixed Distribution  

황강진 (강릉영동대학 인터넷사무정보전공)
박경탁 (동국대학교 통계학과)
유희경 (삼척대학교 컴퓨터공학과)
Publication Information
Journal of Korean Society for Quality Management / v.30, no.4, 2002 , pp. 68-77 More about this Journal
Abstract
EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.
Keywords
동적 EM 알고리즘;Titterington 알고리즘;
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