A variational interpretation of classification EM

Yves Auffray (1, 2)

1 LMO - Laboratoire de Mathématiques d'Orsay
2 SELECT - Model selection in statistical learning

EM and CEM algorithms which respectively implement mixture approach and classification approach of clustering problem are shown to be instances of the same varia-tional scheme.

Mots clés: Classification; Clustering; Mixtures; EM; Variational Methods * Dassault Aviation † INRIA Projet SELECT

Domaines: Statistiques [stat]; Méthodologie [stat.ME]

Yves Auffray. A variational interpretation of classification EM. [Research Report] Dassault Aviation. 2018. ⟨hal-01882980⟩