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   comp.ai      Awaiting the gospel from Sarah Connor      1,954 messages   

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   Message 903 of 1,954   
   Ted Dunning to All   
   Re: Hidden Markov Problem...   
   01 Feb 06 23:54:18   
   
   From: ted.dunning@gmail.com   
      
   Mackay's book has a good section on how EM methods can go seriously   
   astray.  The basic problem (taking a Gaussian mixture example) is that   
   if any cluster decides to focus on only a single isolated point, it can   
   fit that point infinitely well.  Since all points are isolated on the   
   correct scale, this is an inherent problem with maximum likelihood   
   clustering.   
      
   One repair is to use a prior distribution on the parameters of the   
   clusters and then maximize the posterior likelihood (MAP instead of   
   ML).  Mackay discusses this and other options.   
      
   See http://www.inference.phy.cam.ac.uk/itprnn/book.html   
      
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