1
$\begingroup$

On clustering data using GMM model, I often see the option to constrain covariances of each clustered GMM.

For example,

I can understand that it can improve the performance of classification in a certain situation. I wonder if there is any mathematical background on these constraints or any papers where this issue is discussed.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.