A modified em algorithm for mixture models based on Bregman divergence

Yu Fujimoto*, Noboru Murata

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)


The EM algorithm is a sophisticated method for estimating statistical models with hidden variables based on the Kullback-Leibler divergence. A natural extension of the Kullback-Leibler divergence is given by a class of Bregman divergences, which in general enjoy robustness to contamination data in statistical inference. In this paper, a modification of the EM algorithm based on the Bregman divergence is proposed for estimating finite mixture models. The proposed algorithm is geometrically interpreted as a sequence of projections induced from the Bregman divergence. Since a rigorous algorithm includes a nonlinear optimization procedure, two simplification methods for reducing computational difficulty are also discussed from a geometrical viewpoint. Numerical experiments on a toy problem are carried out to confirm appropriateness of the simplifications.

Original languageEnglish
Pages (from-to)3-25
Number of pages23
JournalAnnals of the Institute of Statistical Mathematics
Issue number1
Publication statusPublished - 2007 Mar 1


  • Bregman divergence
  • EM algorithm
  • Finite mixture models

ASJC Scopus subject areas

  • Statistics and Probability


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