# Questions tagged [gaussian-mixture-distribution]

A type of mixed distribution or model which assumes subpopulations follow Gaussian distributions.

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### Is there a relationship between the number of the mixture components and the overfiting of the model?

I read the following: To prevent overfitting we would like to work with as few components as possible". How does the number of the mixture component affect the fit of the model? Is that because ...
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### Can the gaussian mixture model combined in clustering?

Suppose I have a data with two clusters. Suppose further that I cluster the data using, for example, K-means. Then, can I fit a mixture model to each cluster? That is, can I fit a gaussian mixture ...
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### Determine if high dimensional data is multimodal

I have p-dimensional data and I need to determine if that data has significant modes or if it’s clustered in any way. Here p=50, (dense embedding), we have n samples and p <<< n. What are ...
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### what is the difference between mixture of two normal distributions and sum of two independent variables

The following denotes a mixture of a standard normal with a normal with the same mean but 100 times the variance: $0.95 \mathrm{~N}(0,1)+ 0.05 \mathrm{~N}(0,100)$ Let Y = 0.95 X + 0.05 Z with X,Z are ...
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### MAD & Median of weighted GMM

What is the median and median-absolute-deviation of a weighted GMM in terms of component mean and variance? For example, three normal distributions $A$, $B$, $C$ with means $\mu_a,\mu_b,\mu_c$, ...
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### Derivation of the M-step in EM algorithm for a three-dimensional panel mixture model

I have a question regarding the estimation of a latent-class gaussian mixture model, where the model is for three dimensional panel data set with individuals $i$, in country $j$ in time $t$. I want ...
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### Assumption of Gaussian mixture model [closed]

I am still confused when I read about the Gaussian Mixture Model and how does it work. One thing that I do not understand is that "GMM assumes the data is a mixture of Gaussian or i.i.d (...
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