An Enhanced EM algorithm using maximum entropy distribution as initial condition

The conventional EM algorithms may suffer from the following two problems. First, it may converge to a local maximum. Second, the algorithm may suffer from singularity. A novel Enhanced EM algorithm (EEM) using a realization of maximum-entropy uniform distribution as initial condition is proposed. A global optimal solution can be obtained. In addition, a positive perturbation scheme is adopted to avoid singularity. Experimental results have demonstrated that the EEM is simple and effective compared with some prior arts.