GaussianMixture

A Gaussian mixture is a probability density function (p.d.f.). It is a combination of several Gaussian densities.

The GaussianMixture’s p.d.f. is defined as the weighted sum of K multivariate Gaussian p.d.f.s:

pdf(x) = Σi=1K pi N(x; μi, Σi)

where each N(x; μi, Σi) is a multivariate p.d.f. with mean vector μi and covariance matrix Σi. The coefficients pi sum to 1.

For an introduction to Gaussian mixtures see for example Bishop (2006).

### Links to this page

- GaussianMixture & PCA: Draw concentration ellipses...
- GaussianMixture & PCA: To Matrix (density)...
- GaussianMixture & TableOfReal: Get likelihood value...
- GaussianMixture & TableOfReal: Improve likelihood...
- GaussianMixture & TableOfReal: To ClassificationTable
- GaussianMixture & TableOfReal: To Correlation (columns)
- GaussianMixture & TableOfReal: To GaussianMixture (CEMM)...
- GaussianMixture & TableOfReal: To Table (BHEP normality tests)...
- GaussianMixture: Draw concentration ellipses...
- GaussianMixture: Draw marginal pdf...
- GaussianMixture: Get probability at position
- GaussianMixture: Split component...
- GaussianMixture: To Covariance (between)
- GaussianMixture: To Covariance (total)
- GaussianMixture: To Covariance (within)
- GaussianMixture: To PCA
- GaussianMixture: To TableOfReal (random sampling)...
- TableOfReal: To GaussianMixture (row labels)...
- TableOfReal: To GaussianMixture...