Mixtures of Gaussians

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

 

 

Note that if we knew what the z(i)’s were, the maximum likelihood problem would have been easy. Specifically, we could then write down the likelihood as:

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

 

EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

收敛性证明:

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

联系:

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

求u:

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

求fai:

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

Mixtures of Gaussians and the EM algorithm

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