em算法matlab代码-REM:鲁棒的EM算法在高斯混合模型和线性因子模型中的应用

上传者: 38696090 | 上传时间: 2021-05-26 18:02:49 | 文件大小: 400KB | 文件类型: ZIP
em算法matlab代码稳健的期望最大化(REM) 个体在许多实质性方面存在差异,但并不总是通过假定的数据生成模型来捕获。 为了解决这个问题,我们提出了一种基于EM算法的稳健估算程序,该算法称为REM(稳健期望最大化)。 该存储库中的文件包含用于仿真研究的MATLAB源代码,该论文在本文中找到,通过稳健估计来解决潜在变量设置中的异构种群。 有关REM和仿真研究的更多详细信息,请参见此处。 混合物模型 此文件夹包含用于运行模拟的代码,该模拟在模型错误指定下比较高斯混合模型参数的EM和REM估计。 可以从MixtureModel / GMM_sim_main.m运行模拟 可以对来自MixtureModel / GMM_estimates.m的输入p×n数据集X进行估算 因子分析 该文件夹包含用于运行模拟的代码,这些模拟比较了异构种群中因子结构的EM和REM估计。 可以从FactorAnalysis / FA_sim_main.m运行模拟 可以对来自FactorAnalysis / FA_estimates.m的输入p×n数据集X进行估算

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