Model-based cluster and discriminant analysis with the MIXMOD software
Model-based cluster and discriminant analysis with the MIXMOD software
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DOI：
10.1016/j.csda.2005.12.015
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发表时间：
2006-11-15
影响因子：
1.8
通讯作者：
Langrognet, Florent
中科院分区：
文献类型：
--
作者：
Biernacki, Christophe;Celeux, Gilles;Langrognet, Florent
混合建模(MIXMOD)程序将混合模型匹配到给定的数据集，用于密度估计、聚类或判别分析。人们提出了多种估计混合参数的算法(EM、分类EM、随机EM)，并且可以将这些算法组合在一起以产生不同的策略来获得似然(或完全数据似然)函数的合理最大值。MIXMOD目前被用于多元高斯混合，根据关于分量方差矩阵特征值分解的不同假设，可以区分14种不同的高斯模型。此外，还包括了选择简约模型的不同信息标准(例如，混合物成分的数量)，其适用性取决于特定的视角(聚类分析或判别分析)。MIXMOD是用C++编写的，它与SCILAB和MatLab接口。该计划、统计文件和用户指南可在互联网上查阅，网址为：http://www-math.univ-fcomte.fr/mixmod/index.php.(C)2006爱思唯尔B.V.保留所有权利。
The Mixture Modeling (MIXMOD) program fits mixture models to a given data set for the purposes of density estimation, clustering or discriminant analysis. A large variety of algorithms to estimate the mixture parameters are proposed (EM, Classification EM, Stochastic EM), and it is possible to combine these to yield different strategies for obtaining a sensible maximum for the likelihood (or complete-data likelihood) function. MIXMOD is currently intended to be used for multivariate Gaussian mixtures, and fourteen different Gaussian models can be distinguished according to different assumptions regarding the component variance matrix eigenvalue decomposition. Moreover, different information criteria for choosing a parsimonious model (the number of mixture components, for instance) are included, their suitability depending on the particular perspective (cluster analysis or discriminant analysis). Written in C++, MIXMOD is interfaced with SCILAB and MATLAB. The program, the statistical documentation and the user guide are available on the internet at the following address: http://www-math.univ-fcomte.fr/mixmod/index.php. (c) 2006 Elsevier B.V. All rights reserved.