Multivariate Methods • Normal Mixtures • Statistical Details for the Normal Mixtures Clustering Platform
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Statistical Details for the Normal Mixtures Clustering Platform
Normal Mixtures uses the EM algorithm to do fitting because it is more stable than the Newton-Raphson algorithm. In addition, JMP uses a Bayesian regularized version of the EM algorithm, which allows smooth handling of cases where the covariance matrix is singular. Since the estimates are heavily dependent on initial guesses, the platform iterates through a number of tours. Each tour has randomly selected points for the initial center.
Doing multiple tours makes the estimation process somewhat expensive, so considerable patience is required for large problems. Controls enable you to specify the tour and iteration limits.

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Help created on 10/11/2018