2016
DOI: 10.1080/02664763.2016.1190322
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Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets

Abstract: Karlis and Santourian [14] proposed a model-based clustering algorithm, the expectation-maximization (EM) algorithm, to fit the mixture of multivariate normal-inverse Gaussian (NIG) distribution. However, the EM algorithm for the mixture of multivariate NIG requires a set of initial values to begin the iterative process, and the number of components has to be given a priori. In this paper, we present a learning-based EM algorithm: its aim is to overcome the aforementioned weaknesses of Karlis and Santourian's… Show more

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Cited by 4 publications
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