奇异值检验中的混合模型及EM算法
Mixture Models for Detecting Outliers and EM Algorithm
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摘要: 本文提出了奇异值检验中的一种新模型——混合模型,推导了简单样本和一般线性模型下的参数估计公式,并引入了一种有效的迭代计算方法——EM算法。Abstract: A new model(Mixture Model) for detecting outliers is described in this paper.The estimates of the parameters in single sample and linear models are given out.The simple iteration algorithm(EM Alogrithm) is introduced.
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