Evidential-EM Algorithm Applied to Progressively Censored Observations

Kuang Zhou, Arnaud Martin, Quan Pan

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

Abstract

Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M method in a particular case of incomplete data, where the loss of information is due to both mixture models and censored observations. The prior uncertain information is expressed by belief functions, while the pseudo-likelihood function is derived based on imprecise observations and prior knowledge. Then E2M method is evoked to maximize the generalized likelihood function to obtain the optimal estimation of parameters. Numerical examples show that the proposed method could effectively integrate the uncertain prior information with the current imprecise knowledge conveyed by the observed data.

Original languageEnglish
Title of host publicationInformation Processing and Management of Uncertainty in Knowledge-Based Systems - 15th International Conference, IPMU 2014, Proceedings
PublisherSpringer Verlag
Pages180-189
Number of pages10
EditionPART 3
ISBN (Print)9783319088518
DOIs
StatePublished - 2014
Event15th International Conference on Information Processing and Management of Uncertainty in Knowledge-based Systems, IPMU 2014 - Montpellier, France
Duration: 15 Jul 201419 Jul 2014

Publication series

NameCommunications in Computer and Information Science
NumberPART 3
Volume444 CCIS
ISSN (Print)1865-0929

Conference

Conference15th International Conference on Information Processing and Management of Uncertainty in Knowledge-based Systems, IPMU 2014
Country/TerritoryFrance
CityMontpellier
Period15/07/1419/07/14

Keywords

  • Belief function theory
  • Evidential-EM
  • Mixed-distribution
  • Reliability analysis
  • Uncertainty

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