Finding overlapping components with MML

  • Authors:
  • Rohan A. Baxter;Jonathan J. Oliver

  • Affiliations:
  • Ultimode Systems, LLC, 2680 Bancroft Way, #100, Berkeley, CA, 94704, USA. rohan@ultimode.com;Ultimode Systems, LLC, 2680 Bancroft Way, #100, Berkeley, CA, 94704, USA. jono@ultimode.com

  • Venue:
  • Statistics and Computing
  • Year:
  • 2000

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Abstract

We use minimum message length (MML) estimation for mixturemodelling. MML estimates are derived to choose the number ofcomponents in the mixture model to best describe the data andto estimate the parameters of the component densitiesfor Gaussian mixture models. An empirical comparison of criteria prominentin the literature for estimating the number of components in a data setis performed. We have found that MML coding considerationsallows the derivation of usefulresults to guide our implementation of a mixture modelling program. Theseadvantages allow model search to be controlled based on theminimum variance for a component and the amount of data required todistinguish two overlapping components.