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This paper is a contribution to the methodology of fully Bayesian inference in a multivariate Gaussian mixture model using the reversible jump Markov chain Monte Carlo algorithm. To follow the constraints of preserving the first two moments before and after the split or combine moves, we concentrate on a simplified multivariate Gaussian mixture model, in which the covariance matrices of all components...
In order to alleviate the problem of local convergence of the usual EM algorithm, a split-and-merge operation is introduced into the EM algorithm for Gaussian mixtures. The split-and-merge equations are first presented theoretically. These equations show that the merge operation is a well-posed problem, whereas the split operation is an ill-posed problem because it is the inverse procedure of the...
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