Density-Preserving Hierarchical EM Algorithm : Simplifying Gaussian Mixture Models for Approximate Inference
We propose an algorithm for simplifying a finite mixture model into a reduced mixture model with fewer mixture components. The reduced model is obtained by maximizing a variational lower bound of the expected log-likelihood of a set of virtual samples. We develop three applications for our mixture s...
| Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 41(2019), 6 vom: 18. Juni, Seite 1323-1337 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2019
|
| Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
| Schlagworte: | Journal Article |
| Zusammenfassung: | We propose an algorithm for simplifying a finite mixture model into a reduced mixture model with fewer mixture components. The reduced model is obtained by maximizing a variational lower bound of the expected log-likelihood of a set of virtual samples. We develop three applications for our mixture simplification algorithm: recursive Bayesian filtering using Gaussian mixture model posteriors, KDE mixture reduction, and belief propagation without sampling. For recursive Bayesian filtering, we propose an efficient algorithm for approximating an arbitrary likelihood function as a sum of scaled Gaussian. Experiments on synthetic data, human location modeling, visual tracking, and vehicle self-localization show that our algorithm can be widely used for probabilistic data analysis, and is more accurate than other mixture simplification methods |
|---|---|
| Beschreibung: | Date Revised 20.11.2019 published: Print-Electronic Citation Status PubMed-not-MEDLINE |
| ISSN: | 1939-3539 |
| DOI: | 10.1109/TPAMI.2018.2845371 |