Mixture density estimation via EM algorithm with deterministic annealing

Presents a new approach for the problem of estimating the parameters which determine a mixture density. The approach utilizes the principle of maximum entropy and statistical mechanics analogy. The EM process which is well known as a maximum likelihood estimation method is reformulated as the minimization problem of thermodynamic free energy. Unlike stochastic relaxation or simulated annealing, the minimization is deterministically performed. Moreover, the derived algorithm, unlike the conventional EM algorithm, can estimate the parameters free of initial parameter values.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>