Fast ML Estimation for the Mixture of Factor Analyzers via an ECM Algorithm - Jian-Hua Zhao; Yu, P.L.H. (IEEE transactions on neural networks, 2008)
Keywords: Algorithm design and analysis; Algorithms; Alternating expectation conditional maximization (AECM); Applied sciences; Artificial Intelligence; Central Processing Unit; Central processing units; Closed-form solution; Computer science; control theory; systems; Computer Simulation; Connectionism. Neural networks; Convergence; Covariance matrix; Electrochemical machining; Exact sciences and technology; expectation conditional maximization (ECM); expectation maximization (EM); Factor Analysis, Statistical; Likelihood Functions; Mathematical analysis; Mathematical models; Maximization; Maximum likelihood estimation; maximum-likelihood estimation (MLE); Missing data; mixture of factor analyzers (MFA); Models, Statistical; Optimization methods; Pattern Recognition, Automated - methods; Stability; Statistics; Vectors (mathematics); Alternating expectation conditional maximization (AECM); maximum-likelihood estimation (MLE); Optimization method; Processing time; Neural network; expectation maximization (EM); Modeling; Exact solution; mixture of factor analyzers (MFA); Missing data; Conditional expectation; expectation conditional maximization (ECM); Maximum likelihood; Incomplete information; EM algorithm; Central unit