Statistical Physics, Mixtures of Distributions, and the EM Algorithm
Abstract
We show that there are strong relationships between approaches to optmization and learning based on statistical physics or mixtures of experts. In particular, the EM algorithm can be interpreted as converging either to a local maximum of the mixtures model or to a saddle point solution to the statistical physics system. An advantage of the statistical physics approach is that it naturally gives rise to a heuristic continuation method, deterministic annealing, for finding good solutions.
Cite
Text
Yuille et al. "Statistical Physics, Mixtures of Distributions, and the EM Algorithm." Neural Computation, 1994. doi:10.1162/NECO.1994.6.2.334Markdown
[Yuille et al. "Statistical Physics, Mixtures of Distributions, and the EM Algorithm." Neural Computation, 1994.](https://mlanthology.org/neco/1994/yuille1994neco-statistical-a/) doi:10.1162/NECO.1994.6.2.334BibTeX
@article{yuille1994neco-statistical-a,
title = {{Statistical Physics, Mixtures of Distributions, and the EM Algorithm}},
author = {Yuille, Alan L. and Stolorz, Paul E. and Utans, Joachim},
journal = {Neural Computation},
year = {1994},
pages = {334-340},
doi = {10.1162/NECO.1994.6.2.334},
volume = {6},
url = {https://mlanthology.org/neco/1994/yuille1994neco-statistical-a/}
}