Section: New Results

Mixture of Gaussians with Missing Data

Participants : Christophe Biernacki, Vincent Vandewalle.

The generative models allow to handle missing data. This can be easily performed by using the EM algorithm, which has a closed form M-step in the Gaussian setting. This can for instance be useful for distance estimation with missing data. It has been proposed to improve the distance estimation by fitting a mixture of Gaussian distributions instead of a considering only one Gaussian component [16] . This is a joint work with Emil Eirola and Amaury Lendrasse .