Density estimation using mixtures of mixtures of gaussians

  • Authors:
  • Wael Abd-Almageed;Larry S. Davis

  • Affiliations:
  • Institute for Advanced Computer Studies, University of Maryland, College Park, MD;Institute for Advanced Computer Studies, University of Maryland, College Park, MD

  • Venue:
  • ECCV'06 Proceedings of the 9th European conference on Computer Vision - Volume Part IV
  • Year:
  • 2006

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Abstract

In this paper we present a new density estimation algorithm using mixtures of mixtures of Gaussians. The new algorithm overcomes the limitations of the popular Expectation Maximization algorithm. The paper first introduces a new model selection criterion called the Penalty-less Information Criterion, which is based on the Jensen-Shannon divergence. Mean-shift is used to automatically initialize the means and covariances of the Expectation Maximization in order to obtain better structure inference. Finally, a locally linear search is performed using the Penalty-less Information Criterion in order to infer the underlying density of the data. The validity of the algorithm is verified using real color images.