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In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.
A typical finite-dimensional mixture model is a hierarchical model consisting of the following components: . N random variables that are observed, each distributed according to a mixture of K components, with the components belonging to the same parametric family of distributions (e.g., all normal, all Zipfian, etc.) but with different parameters
The EM algorithm consists of two steps: the E-step and the M-step. Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step.
A well-written short book on EM, including detailed derivation of EM for GMMs, HMMs, and Dirichlet. Bilmes, Jeff (1997). A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models (Technical Report TR-97-021).
GMM may refer to: . Generalized method of moments, an econometric method; GMM Grammy, a Thai entertainment company; Gaussian mixture model, a statistical probabilistic model ...
6. Worms and other parasitic infections. With heavy worm burdens or certain parasitic infections, dogs can vomit. You may see worms in the vomit, but an absence of worms doesn’t mean parasites ...
Angelina Jolie balked at a question regarding whether there should be a biopic about her life.. When Jolie, 49, and her Maria director Pablo Larraín spoke with the U.K.'s The Times to promote ...
An allocation is called groupwise-maximin-share-fair (GMMS-fair) if, for every subgroup of agents of size k, each member of the subgroup receives his/her 1-out-of-k maximin-share restricted to the items received by this subgroup. [41] With additive valuations, the various fairness notions are related as follows: Envy-freeness implies GMMS ...