## Constructing Bayesian finite mixture models by the EM algorithm (1997)

Citations: | 23 - 13 self |

### BibTeX

@MISC{Kontkanen97constructingbayesian,

author = {Petri Kontkanen and Petri Myllymäki and Henry Tirri},

title = {Constructing Bayesian finite mixture models by the EM algorithm},

year = {1997}

}

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### OpenURL

### Abstract

In this paper we explore the use of finite mixture models for building decision support systems capable of sound probabilistic inference. Finite mixture models have many appealing properties: they are computationally efficient in the prediction (reasoning) phase, they are universal in the sense that they can approximate any problem domain distribution, and they can handle multimodality well. We present a formulation of the model construction problem in the Bayesian framework for finite mixture models, and describe how Bayesian inference is performed given such a model. The model construction problem can be seen as missing data estimation and we describe a realization of the Expectation-Maximization (EM) algorithm for finding good models. To prove the feasibility of our approach, we report crossvalidated empirical results on several publicly available classification problem datasets, and compare our results to corresponding results obtained by alternative techniques, such as neural netw...