影响因子：0.0
DOI码：10.3969/j.issn.1001-4268.2022.03.008
发表刊物：Chinese Journal of Applied Probability and Statistics
关键字：change point; mixture model; multi-classification; EM algorithm
摘要：This paper studies the statistical inference and algorithm design problems in the mixture model with change point.For multi-classified mixture data with change point,this paper designs an improved EM algorithm based on the maximum likelihood estimation of parameters,and proves the large sample nature of the change point estimator and the mixture parameter estimator.In order to verify the effectiveness of the method,we conducted some simulation experiments.The results show that the EM algorithm that does not consider the change point has a poor estimate on the classification result,and even loses some categories;Our improved EM algorithm can accurately locate the location of the change point,and at the same time obtain accurate estimates for the corresponding parameters of each category.
论文类型：期刊论文
卷号：38
期号：3
页面范围：439-453
ISSN号：1001-4268
是否译文：否
第一作者：Tian Cheng
通讯作者：Zhiming Xia