• Title/Summary/Keyword: Binned EM algorithm

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Speedup of EM Algorithm by Binning Data for Normal Mixtures (혼합정규분포의 모수 추정에서 구간도수 EM 알고리즘의 실행 속도 개선)

  • Oh, Chang-Hyuck
    • Communications for Statistical Applications and Methods
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    • v.15 no.1
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    • pp.1-11
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    • 2008
  • 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.