demgmm1

Purpose

Demonstrate EM for Gaussian mixtures.

Synopsis

demgmm1

Description

This script demonstrates the use of the EM algorithm to fit a mixture of Gaussians to a set of data using maximum likelihood. A colour coding scheme is used to illustrate the evaluation of the posterior probabilities in the E-step of the EM algorithm.

See Also

demgmm2, demgmm3, demgmm4, gmm, gmmem, gmmpost
Pages: Index

Copyright (c) Ian T Nabney (1996-9)