[R] Howto Initialize Parameter of Gamma Mixture Densities for EM

From: Gundala Viswanath <gundalav_at_gmail.com>
Date: Mon, 07 Jul 2008 18:44:44 +0900


Hi all,

Is there any reasonable way to initialize the gamma parameters for maximum likelihood estimation using EM.

Any advice, pointer to paper URLs are greatly appreciated.

Some people mention this can be done
by "drawing mixing proportions from Dirichlet distribution".

But that is vague for me on how it is done and why. Please advice.

-
Gundala Viswanath
Jakarta-Indonesia



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