
Gaussian mixture clu stering 343
At any stage of the iteration of the FMLE algorithm, the cur rent estimate
for the log-likelihood for the datas et ca n be shown to be given by (Bishop,
1995)
m
X
ν=1
log p(g(ν)) =
K
X
k=1
m
X
ν=1
[u
kν
]
o
log u
kν
. (8.44)
Here [u
kν
]
o
is the “old” value of the posterior cla ss membership probability,
i.e., the value determined on the previous step.
8.3.2 Simulated annealing
Notwithstanding the initialization procedure, the FMLE (or E M) algorit
hm,
like all iterative methods, may be trapped in a local optimum. A remedial
scheme is to apply a technique called simulated ann ealing. The membership
probabilities in the early iterations are ...