DM_OEM: The DM-OEM algorithm replaces M-step with stochastic step in...

In DOEM: The Distributed Online Expectation Maximization Algorithms to Solve Parameters of Poisson Mixture Models

The DM-OEM algorithm replaces M-step with stochastic step in distributed manner, which is used to solve the parameter estimation of Poisson mixture model.

Description

The DM-OEM algorithm replaces M-step with stochastic step in distributed manner, which is used to solve the parameter estimation of Poisson mixture model.

Usage

DM_OEM(y, M, K, seed, alpha0, lambda0, a, b)

Arguments

y	is a vector
M	is the number of subsets
K	is the number of Poisson distribution
seed	is the recommended way to specify seeds
alpha0	is the initial value of the mixing weight
lambda0	is the initial value of the mean
a	represents the power of the reciprocal of the step size
b	indicates that the M-step is not implemented for the first b data points

Value

DM_OEMtime,DM_OEMalpha,DM_OEMlambda

Examples

library(stats)
set.seed(637351)
K=5 
alpha1=c(rep(1/K,K)) 
lambda1=c(1,2,3,4,5) 
n=300 
U=sample(c(1:n),n,replace=FALSE)
y= c(rep(0,n)) 
for(i in 1:n){
if(U[i]<=0.2*n){
y[i] = rpois(1,lambda1[1])} 
else if(U[i]>0.2*n & U[i]<=0.4*n){
y[i] = rpois(1,lambda1[2])} 
else if(U[i]>0.4*n & U[i]<=0.6*n){
y[i] = rpois(1,lambda1[3])} 
else if(U[i]>0.6*n & U[i]<=0.8*n){
y[i] = rpois(1,lambda1[4])}
else if(U[i]>0.8*n ){
y[i] = rpois(1,lambda1[5])} 
}
M=5
seed=637351
set.seed(123) 
e=sample(c(1:n),K)
alpha0=e/sum(e)
lambda0=c(1.5,2.5,3.5,4.5,5.5)
a=1
b=5
DM_OEM(y,M,K,seed,alpha0,lambda0,a,b)

DOEM documentation built on March 30, 2022, 9:06 a.m.