neurodata / jkmeans

an R package for jk-means
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asymptotic consistency #8

Open jovo opened 8 years ago

jovo commented 8 years ago

theta* = (mu, Sigma, pi) z = latent cluster assignments

where mu, sigma, & pi are the means, covariances, and priors

i think we can show:

  1. the constraints under which gmm++ asymptotically converges to theta* & z* (essentially, any GMM i believe)

2) the constraints under which kmeans++ asymptotically converges to theta* and z* i think

3) something about j-clustering. maybe if we could choose j correctly, we could get consistency and faster convergence?