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Theoretical grounding for estimation in conditional independence multivariate finite mixture models

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  • Xiaotian Zhu
  • David R. Hunter

Abstract

For the nonparametric estimation of multivariate finite mixture models with the conditional independence assumption, we propose a new formulation of the objective function in terms of penalised smoothed Kullback–Leibler distance. The nonlinearly smoothed majorisation-minimisation (NSMM) algorithm is derived from this perspective. An elegant representation of the NSMM algorithm is obtained using a novel projection-multiplication operator, a more precise monotonicity property of the algorithm is discovered, and the existence of a solution to the main optimisation problem is proved for the first time.

Suggested Citation

  • Xiaotian Zhu & David R. Hunter, 2016. "Theoretical grounding for estimation in conditional independence multivariate finite mixture models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(4), pages 683-701, October.
    • Handle: RePEc:taf:gnstxx:v:28:y:2016:i:4:p:683-701
    DOI: 10.1080/10485252.2016.1225049
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    References listed on IDEAS

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    1. Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore, 2005. "Nonparametric inference in multivariate mixtures," Biometrika, Biometrika Trust, vol. 92(3), pages 667-678, September.
    2. Bordes, Laurent & Chauveau, Didier & Vandekerkhove, Pierre, 2007. "A stochastic EM algorithm for a semiparametric mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5429-5443, July.
    3. Joseph Kruskal, 1976. "More factors than subjects, tests and treatments: An indeterminacy theorem for canonical decomposition and individual differences scaling," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 281-293, September.
    4. M. Levine & D. R. Hunter & D. Chauveau, 2011. "Maximum smoothed likelihood for multivariate mixtures," Biometrika, Biometrika Trust, vol. 98(2), pages 403-416.
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    Cited by:

    1. Xiaotian Zhu & David R. Hunter, 2019. "Clustering via finite nonparametric ICA mixture models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 65-87, March.
    2. Konstantin T. Matchev & Prasanth Shyamsundar, 2020. "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers 2009.00131, arXiv.org.

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