Tagged Questions

1
vote
0answers
36 views

Does the EM algorithm for mixtures still address the missing data issue?

There is a PDF $p(D| \theta)=p(X,Z| \theta)$ with observed values $X$ but also some missing or incomplete values $Z$ (for eg. resulting from censoring). The expectation-maximization (EM) algorithm is ...
0
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0answers
58 views

Constraints on ML for mixture of Gaussians

I have some data sampled from a mixture of two Gaussians where one of them is known, and the density function is as follows: $f(x, \mu, \sigma) = \frac{1}{2}\frac{1}{\sqrt{2\pi}\sigma} ...
6
votes
1answer
213 views

Minimum-Distance estimation of mixed/mixture distributions

Please note: I posted this first on Mathoverflow. Someone there advised me that on stats.stackexchange the question might fit better here. This is the link to the original post. I currently have to ...
4
votes
3answers
549 views

Optimization of MLE for mixture problems

I have about 1000 data points from some thick tailed distribution that I would like to fit a parametrized distribution to. From my data, I've made some adjustments and constructed an empirical ...