Fitting a Gaussian Mixture Model Through the Gini Index

Autor: López-Lobato Adriana Laura, Avendaño-Garrido Martha Lorena
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: International Journal of Applied Mathematics and Computer Science, Vol 31, Iss 3, Pp 487-500 (2021)
Druh dokumentu: article
ISSN: 2083-8492
DOI: 10.34768/amcs-2021-0033
Popis: A linear combination of Gaussian components is known as a Gaussian mixture model. It is widely used in data mining and pattern recognition. In this paper, we propose a method to estimate the parameters of the density function given by a Gaussian mixture model. Our proposal is based on the Gini index, a methodology to measure the inequality degree between two probability distributions, and consists in minimizing the Gini index between an empirical distribution for the data and a Gaussian mixture model. We will show several simulated examples and real data examples, observing some of the properties of the proposed method.
Databáze: Directory of Open Access Journals