Non-parametric log-concave mixtures
Finite mixtures of parametric distributions are often used to model data of which it is known or suspected that there are sub-populations. Instead of a parametric model, a penalized likelihood smoothing algorithm is developed. The penalty is chosen to favor a log-concave result. The standard EM algorithm (split and fit) can be used. Theoretical results and applications are presented.
finite mixtures penalized likelihood smoothing