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A special feature of P/S Day at UMBC 2012 is that the conference, including the workshop, is open to all statistics graduate students from UMBC and local universites free of charge, but... REGISTRATION IS REQUIRED!!! The deadline to register is Friday, April 6, 2012.   // REGISTER NOW

For more info, contact any member of the organizing committee:

Bimal Sinha, Conference Chair
443-538-3012

Nagaraj Neerchal
Thomas Mathew
Anindya Roy
Junyoung Park
DoHwan Park
Yvonne Huang
Elizabeth Stanwyck
Yaakov Malinovsky
Kofi Adragni

Participants

Andrew Raim

An Approximate Fisher Scoring Algorithm for Finite Mixtures of Multinomials

Finite mixture distributions arise naturally in many applications including clustering and classification. Since they usually do not yield closed forms for maximum likelihood estimates (MLEs), numerical methods using the well known Fisher Scoring or Expectation-Maximization algorithms are considered. In this work, an approximation to the Fisher Information Matrix of an arbitrary mixture of multinomial distributions is introduced. This leads to an Approximate Fisher Scoring algorithm (AFSA), which turns out to be closely related to Expectation-Maximization, and is more robust to the choice of initial value than Fisher Scoring iterations. A combination of AFSA and the classical Fisher Scoring iterations provides the best of both computational efficiency and stable convergence properties.