Mixtures: Estimation and Applications
Copyright © 2011 John Wiley & Sons, Ltd
Editor(s): Kerrie L. Mengersen, Christian P. Robert, D. Michael Titterington
Published Online: 24 APR 2011 09:58PM EST
Print ISBN: 9781119993896
Online ISBN: 9781119995678
Book Series: Wiley Series in Probability and Statistics
About this Book
This book uses the EM (expectation maximization) algorithm to simultaneously estimate the missing data and unknown parameter(s) associated with a data set. The parameters describe the component distributions of the mixture; the distributions may be continuous or discrete.
The editors provide a complete account of the applications, mathematical structure and statistical analysis of finite mixture distributions along with MCMC computational methods, together with a range of detailed discussions covering the applications of the methods and features chapters from the leading experts on the subject. The applications are drawn from scientific discipline, including biostatistics, computer science, ecology and finance. This area of statistics is important to a range of disciplines, and its methodology attracts interest from researchers in the fields in which it can be applied.