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The EM Algorithm for Gaussian Mixtures

The EM Algorithm for Gaussian Mixtures

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Gaussian Mixture Models For x ∈ Rd we can define a Gaussian mixture model by making each of the K components a Gaussian density with parameters µ k and Σ k. Each component is a multivariate Gaussian density p k(x|θ k) = 1 (2π)d/2|Σ k|1/2 e− 1 2 (x−µ k)tΣ− k (x−µ ) with its own parameters θ k = {µ k,Σ k}. The EM Algorithm ...

  Multivariate, Gaussian, Multivariate gaussian

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