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Founded: 1989
ISSN 0899-7667
E-ISSN 1530-888X
2008 ISI Impact Factor: 2.378

Neural Computation

March 1994, Vol. 6, No. 2, Pages 334-340
Posted Online April 10, 2008.
(doi:10.1162/neco.1994.6.2.334)
© 1994 Massachusetts Institute of Technology
Statistical Physics, Mixtures of Distributions, and the EM Algorithm

Alan L. Yuille

Division of Applied Sciences, Harvard University, Cambridge, MA 02138 USA

Paul Stolorz

Jet Propulsion Laboratory, MS 198-219, Pasadena, CA 91109 and Santa Fe Institute, Santa Fe, NM 87501 USA

Joachim Utans

International Computer Science Institute, 1947 Center Street, Suite 600, Berkeley, CA 94704 USA

PDF (311.506 KB) PDF Plus (172.223 KB)

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.

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