Research Article
A Batch Rival Penalized Expectation-Maximization Algorithm for Gaussian Mixture Clustering with Automatic Model Selection
Algorithm 2
Batch RPEM algorithm.
Initialization: Given a specific , | initialize the parameter . | Step 1: Given , we compute ’s and ’s for | all ’s via (2) and (7), respectively. | Step 2: Fixing ’s and ’s, we update by | ,
| ,
| ,
| where | Step 3: Let , and go to Step 1 for the next iteration until | is converged. |
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