Computer-assisted analysis of mixtures (C.A.MAM): statistical algorithms

This paper presents various algorithmic approaches for computing the maximum likelihood estimator of the mixing distribution of a one-parameter family of densities and provides a unifying computer-oriented concept for the statistical analysis of unobserved heterogeneity (i.e., observations stemming from different subpopulations) in a univariate sample. The case with unknown number of population subgroups as well as the case with known number of population subgroups, with emphasis on the first, is considered in the computer package C.A.MAN (Computer Assisted Mixture Analysis). It includes an algorithmic menu with choices of the EM algorithm, the vertex exchange algorithm, a combination of both, as well as the vertex direction method. To ensure reliable convergence, a step-length menu is provided for the three latter methods, each achieving monotonicity for the direction of choice. C.A.MAN has the option to work with restricted support size-that is, the case when the number of components is known a priori. In the latter case, the EM algorithm is used. Applications of mixture modelling in medical problems are discussed.