On Fitting Mixture Models

  title={On Fitting Mixture Models},
  author={M{\'a}rio A. T. Figueiredo and Jos{\'e} M. N. Leit{\~a}o and Anil K. Jain},
Consider the problem of tting a nite Gaussian mixture, with an unknown number of components, to observed data. This paper proposes a new minimum description length (MDL) type criterion, termed MMDL (formixtureMDL), to select the number of components of the model. MMDL is based on the identi cation of an \equivalent sample size", for each component, which does not coincide with the full sample size. We also introduce an algorithm based on the standard expectationmaximization (EM) approach… CONTINUE READING
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The EM Algorithm and Extensions

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  • 1997
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