Testing for the number of components in a mixture of normal distributions using moment estimators
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
Aitken-based acceleration methods for assessing convergence of multilayer neural networks
IEEE Transactions on Neural Networks
Editorial: recent developments in mixture models
Computational Statistics & Data Analysis
Recent asymptotic results in testing for mixtures
Computational Statistics & Data Analysis
Genetic algorithms in partitional clustering: a comparison
NN'10/EC'10/FS'10 Proceedings of the 11th WSEAS international conference on nural networks and 11th WSEAS international conference on evolutionary computing and 11th WSEAS international conference on Fuzzy systems
Initializing the EM algorithm in Gaussian mixture models with an unknown number of components
Computational Statistics & Data Analysis
Computational aspects of fitting mixture models via the expectation-maximization algorithm
Computational Statistics & Data Analysis
Preliminary estimators for a mixture model of ordinal data
Advances in Data Analysis and Classification
Finite mixtures of multivariate skew t-distributions: some recent and new results
Statistics and Computing
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The EM algorithm is the standard tool for maximum likelihood estimation in finite mixture models. The main drawbacks of the EM algorithm are its slow convergence and the dependence of the solution on both the stopping criterion and the initial values used. The problems referring to slow convergence and the choice of a stopping criterion have been dealt with in literature and the present paper deals with the initial value problem for the EM algorithm. The aim of this paper is to compare several methods for choosing initial values for the EM algorithm in the case of finite mixtures as well as to propose some new methods based on modifications of existing ones. The cases of finite normal mixtures with common variance and finite Poisson mixtures are examined through a simulation study.