totalmerge

totalmerge

Total-merge algorithm for estimation of mixture model structure and parameters, with generalized internal estimations. This function is run after running a function like smem or totalsplit

Syntax

[theta, D, info, options] = totalmerge(data, theta0, target_num, options)

Description

This function implements the total-merge algorithm -- It is for merging candidates based on certain criteria to get the final results for different number of components

totalmerge(data, theta0, target_num, options) estimates and saves parameters and the mixture distributions D from number of components in theta0 to target_num components,fitted to data. It can also return the last merge stage Point: If info for all merges is needed one should do only one merge

For information about the output theta, see Distribution Parameters Structure. The input argument data is described in Data Input Argument to Functions. You may also want to read about options or info arguments.

Available Options

This function supports all the options described in estimation options. This function accepts the following additional fields in options.sm:

  • tolCostDiff (default 0) : Minimum decrease in cost to accept a split.
  • numMax (default 2*target_num) : Maximum number of mixture components.
  • componentD (default MVN distribution) : distribution structure defining the mixture component distribution type.
  • savefoler (default result) : folder to save the results for different components -- the files are called tmerge%i where %i is number of components

options.inner can be used to set specific options for the inner estimations. To set options only for the partial or full inner estimations use options.inner.partial or options.inner.full respectively.

References

  1. S. Sra, R. Hosseini, L. Theis, and M. Bethge, “Data modeling with the elliptical gamma distribution,” in Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, 2015, pp. 903–911.