Statistical physics, mixtures of distributions, and the EM algorithm

Authors:
Alan L. Yuille;Paul Stolorz;Joachim Utans
Affiliations:
-;-;-
Venue:
Neural Computation
Year:
1994

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Abstract

We show that there are strong relationships between approachesto optmization and learning based on statistical physics ormixtures of experts. In particular, the EM algorithm can beinterpreted as converging either to a local maximum of the mixturesmodel or to a saddle point solution to the statistical physicssystem. An advantage of the statistical physics approach is that itnaturally gives rise to a heuristic continuation method,deterministic annealing, for finding good solutions.