EM Algorithms for Weighted-Data Clustering with Application to Audio-Visual Scene Analysis.

Israel Dejene Gebru, Xavier Alameda-Pineda, Florence Forbes, Radu Horaud

Abstract: Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical properties and to the existence of maximum-likelihood estimators based on expectation-maximization (EM). In this paper we propose a new mixture model that associates a weight with each observed point. We introduce the weighted-data Gaussian mixture and we derive two EM algorithms. The first one considers a fixed weight for each observation. The second one treats each weight as a random variable following a gamma distribution. We propose a model selection method based on a minimum message length criterion, provide a weight initialization strategy, and validate the proposed algorithms by comparing them with several state of the art parametric and nonparametric clustering techniques. We also demonstrate the effectiveness and robustness of the proposed clustering technique in the presence of heterogeneous data, namely audio-visual scene analysis.