demgmm1

Purpose

Demonstrate density modelling with a Gaussian mixture model.

Synopsis 

demgmm1

Description

The problem consists of modelling data generated by a mixture of three Gaussians in 2 dimensions. The priors are 0.3, 0.5 and 0.2; the centres are (2, 3.5), (0, 0) and (0,2); the variances are 0.2, 0.5 and 1.0. The first figure contains a scatter plot of the data.

A Gaussian mixture model with three components is trained using EM. The parameter vector is printed before training and after training. The user should press any key to continue at these points. The parameter vector consists of priors (the column), centres (given as (x, y) pairs as the next two columns), and variances (the last column).

The second figure is a 3 dimensional view of the density function, while the third shows the 1-standard deviation circles for the three components of the mixture model.

See Also

gmm, gmminit, gmmem, gmmprob, gmmunpak
Pages: Index

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