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# Questions tagged [gaussian-mixture]

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

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161 views

### Gaussian Mixture and K-Means ?! a big challenge?

This is taken from Tom. Mitche Material as Old-Exam. I think the (2) is true and not (3). Who can verify me?
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### Re-estimating a probability distribution with additional priors

I have a 3D dataset with at least millions of data points (scatter events from atoms, approximately Gaussian). I am modeling this data with a Gaussian Mixture Model. The usual approach would be to ...
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### matlab gmdistribution.fit 'Regularize' - what regularization method?

I am wondering what is behind matlab 'Regularize' option for method gmdistribution.fit. If it is simply adding a 'little' value to diagonal elements of covariance matrix, so as to make covariance ...
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### Clarifying Dirichlet Process Mixture Probability Terms

Suppose I have a Dirichlet Process Mixture model defined as follows: $\alpha \sim G(a,b)\\ \pi|\alpha \sim \text{Dir}(\alpha)\\ z|\pi \sim \text{Cat}(\pi)\\$ where $G$ is just a standard Gamma ...
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### Clustering circles with different radii with Gaussian Mixture Models

I am interested in clustering $N$ circles in the plane with varying radii using a Gaussian mixture model. The radius of each circle is an integer number $R_i\in\mathbb{N}$ determined from observation. ...
53 views

### Parameterizing finite mixture distribution

Let's consider a finite mixture: $$f(x) = \sum_{i=1}^{N}w_{i}p_{i}\left(x\right)$$ where: $N$ is the number of mixed distributions $\left\{p_{1},\dots, p_{N}\right\}$ is a finite set of one-...
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### How to accomplish unsupervised separation of subpopulations?

I have a dataset drawn from a social network that looks Bimodal on logarithmic scales for all attributes (I'll demonstrate only one here): I know the variable that would give me a clean separation ...
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### Number of free parameters in Gaussian mixture models

When comparing GMM models with different number of components (i.e number of Gaussians) one penalizes the likelihood for the total number of free parameters in the mixture model. If the data is in $D$ ...
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### Implementing Gaussian mixture model for a HMM library

I'm working on an alignment algorithm using LAMP HMM library. This library supports Gaussian probability distribution but it does not seem to support Gaussian Mixture Model. What I want is, to input ...
756 views

### GMM with Bayes decision model

Given two classes of training data (A and B), I want to fit each class' distribution using a GMM with k components, and then use Bayes Decision Model for the classification. The first step was to ...
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### GMM EM algorithm complexity per iteration

I was fitting GMM clusters with diagonal covariance on my data using EM with $n$ (=5e6) points, each having $m$ (=160) ...
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### Gaussian Mixture Division

In the study of probabilistic graphical models (PGMs), the loopy belief update propagation (LBUP) message passing algorithm requires the division of unnormalised probability distributions. If the ...
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### PCA for probability vectors

Is there a procedure equivalent to principal component analysis (PCA) for probability vectors? I have an n-by-m array where every column sums to one, and all entries are positive. PCA works in ...
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### Distribution of the initializing set at K-means++

There is a well-known modification of the initializing step of K-means, named K-means++. It chooses cluster centers with probability proportional to its squared distance from the point's closest ...
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### Particle Filter and Gaussian Mixture

Let an observation model be given as $f(y_t|x_t)$ - this pdf is assumed to be nontrivial (not normal, not linear). The observation model is assumed to be known. Despite there is a state evolution ...
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### Calculate number of standard deviations separating two multivariate Gaussians?

Given a set of multivariate Gaussian distributions (from fitting a Gaussian mixture model) I would like to be able to calculate the likelihood that a data point drawn from one Gaussian will improperly ...
418 views

### Gaussian clusters and original distributions

In Gaussian clustering (i.e. General Mixture Models) we model the data with some clusters. For example, in the below figure, we have two clusters $C_1, C_2$, each of which are modeled with a Gaussian (...
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### How can I measure separability between different number of instance of one feature vector?

How can I measure separability between different number of instance of one feature vector? For example the main vector is V=[1 1 2 3 4 5 7 8 10 100 1000 99 999 54] ...
444 views

### Should I add noise to my truth data before before training my classifier?

My task is to develop a system that will take in a series of measurements and return the probability that an object is a type 1, type 2,... type n. I will refer to the system I have to create as a ...