demgmm3

Purpose

Demonstrate density modelling with a Gaussian mixture model.

Synopsis 

demgmm3

Description

The problem consists of modelling data generated by a mixture of three Gaussians in 2 dimensions with a mixture model using diagonal covariance matrices. The priors are 0.3, 0.5 and 0.2; the centres are (2, 3.5), (0, 0) and (0,2); the covariances are all axis aligned (0.16, 0.64), (0.25, 1) and the identity matrix. The first figure contains a scatter plot of the data.

A Gaussian mixture model with three components is trained using EM. The parameter vector is printed before training and after training. The user should press any key to continue at these points. The parameter vector consists of priors (the column), and centres (given as (x, y) pairs as the next two columns). The diagonal entries of the covariance matrices are printed separately.

The second figure is a 3 dimensional view of the density function, while the third shows the axes of the 1-standard deviation circles for the three components of the mixture model.

See Also

gmm, gmminit, gmmem, gmmprob, gmmunpak
Pages: Index

Copyright (c) Ian T Nabney (1996-9)