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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              [ comp.ai is moderated. To submit, just post and be patient, or if ]       [ that fails mail your article to |
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