Fast ML Estimation for the Mixture of Factor Analyzers via an ECM Algorithm
Fast ML Estimation for the Mixture of Factor Analyzers via an ECM Algorithm
In this brief, we propose a fast expectation conditional maximization (ECM) algorithm for maximum-likelihood (ML) estimation of mixtures of factor analyzers (MFA). Unlike the existing expectation-maximization (EM) algorithms such as the EM in Ghahramani and Hinton, 1996, and the alternating ECM (AECM) in McLachlan and Peel, 2003, where the missing …