On Convergence Properties of the EM Algorithm for Gaussian Mixtures

"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.

On the Convergence of Stochastic Iterative Dynamic Programming Algorithms

Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments. These algorithms, including the TD(lambda) algorithm of Sutton (1988) and the Q-learning algorithm of Watkins (1989), can be motivated heuristically as approximations to dynamic programming (DP). In this paper we provide a rigorous proof of convergence of these DP-based learning algorithms by relating them to the powerful techniques of stochastic approximation theory via a new convergence theorem. The theorem establishes a general class of convergent algorithms to which both TD(lambda) and Q-learning belong.

On Interpreting Stereo Disparity

The problems under consideration center around the interpretation of binocular stereo disparity. In particular, the goal is to establish a set of mappings from stereo disparity to corresponding three-dimensional scene geometry. An analysis has been developed that shows how disparity information can be interpreted in terms of three-dimensional scene properties, such as surface depth, discontinuities, and orientation. These theoretical developments have been embodied in a set of computer algorithms for the recovery of scene geometry from input stereo disparity. The results of applying these algorithms to several disparity maps are presented. Comparisons are made to the interpretation of stereo disparity by biological systems.

The Computation of Color

This thesis takes an interdisciplinary approach to the study of color vision, focussing on the phenomenon of color constancy formulated as a computational problem. The primary contributions of the thesis are (1) the demonstration of a formal framework for lightness algorithms; (2) the derivation of a new lightness algorithm based on regularization theory; (3) the synthesis of an adaptive lightness algorithm using "learning" techniques; (4) the development of an image segmentation algorithm that uses luminance and color information to mark material boundaries; and (5) an experimental investigation into the cues that human observers use to judge the color of the illuminant. Other computational approaches to color are reviewed and some of their links to psychophysics and physiology are explored.