VBmix (version 0.2.17)

vbcomp: vbcomp

Description

estimates the variational posterior distribution of a GMM that aggregates a collection of GMM. A lower bound is calculated and monitored at each iteration. This posterior can be used for various purposes (e.g. MC proposal distribution). It can be transformed using extractSimpleModel, outputing a GMM.

Usage

vbcomp(models, ncomp, thres = 0.1, maxit = NULL)

Arguments

models

GMM made with the weighted sum of the collection of GMM to aggregate.

ncomp

number of components in the posterior.

thres

threshold for lower bound variations between 2 iterations. Convergence is decided if this variation is below thres.

maxit

if NULL, the stopping criterion is related to thres. If not NULL, maxit iterations are performed.

Value

• estimated posterior with ncomp components.

References

Bruneau, P., Gelgon, M., and Picarougne, F. (2010) _Parsimonious reduction of Gaussian mixture models with a variational-Bayes approach_, Pattern Recognition, Volume 43, Pages 850-858.

See Also

varbayes extractSimpleModel

Examples

temp1 <- newGmm()
for(i in 1:10) temp1 <- appendToGmm(temp1, gmmpen[[i]])
temp2 <- vbcomp(temp1, 50)