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| author | wolffd |
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| date | Tue, 10 Feb 2015 15:05:51 +0000 |
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| wolffd@0 | 1 <html> |
| wolffd@0 | 2 <head> |
| wolffd@0 | 3 <title> |
| wolffd@0 | 4 Netlab Reference Manual demgmm5 |
| wolffd@0 | 5 </title> |
| wolffd@0 | 6 </head> |
| wolffd@0 | 7 <body> |
| wolffd@0 | 8 <H1> demgmm5 |
| wolffd@0 | 9 </H1> |
| wolffd@0 | 10 <h2> |
| wolffd@0 | 11 Purpose |
| wolffd@0 | 12 </h2> |
| wolffd@0 | 13 Demonstrate density modelling with a PPCA mixture model. |
| wolffd@0 | 14 |
| wolffd@0 | 15 <p><h2> |
| wolffd@0 | 16 Synopsis |
| wolffd@0 | 17 </h2> |
| wolffd@0 | 18 <PRE> |
| wolffd@0 | 19 demgmm5</PRE> |
| wolffd@0 | 20 |
| wolffd@0 | 21 |
| wolffd@0 | 22 <p><h2> |
| wolffd@0 | 23 Description |
| wolffd@0 | 24 </h2> |
| wolffd@0 | 25 |
| wolffd@0 | 26 The problem consists of modelling data generated |
| wolffd@0 | 27 by a mixture of three Gaussians in 2 dimensions with a mixture model |
| wolffd@0 | 28 using full covariance matrices. The priors are 0.3, 0.5 and 0.2; the |
| wolffd@0 | 29 centres are (2, 3.5), (0, 0) and (0,2); the variances are (0.16, 0.64) |
| wolffd@0 | 30 axis aligned, (0.25, 1) rotated by 30 degrees and the identity |
| wolffd@0 | 31 matrix. The first figure contains a scatter plot of the data. |
| wolffd@0 | 32 |
| wolffd@0 | 33 <p>A mixture model with three one-dimensional PPCA components is trained |
| wolffd@0 | 34 using EM. The parameter vector is printed before training and after |
| wolffd@0 | 35 training. The parameter vector consists of priors (the column), and |
| wolffd@0 | 36 centres (given as (x, y) pairs as the next two columns). |
| wolffd@0 | 37 |
| wolffd@0 | 38 <p>The second figure is a 3 dimensional view of the density function, |
| wolffd@0 | 39 while the third shows the axes of the 1-standard deviation ellipses |
| wolffd@0 | 40 for the three components of the mixture model together with the one |
| wolffd@0 | 41 standard deviation along the principal component of each mixture |
| wolffd@0 | 42 model component. |
| wolffd@0 | 43 |
| wolffd@0 | 44 <p><h2> |
| wolffd@0 | 45 See Also |
| wolffd@0 | 46 </h2> |
| wolffd@0 | 47 <CODE><a href="gmm.htm">gmm</a></CODE>, <CODE><a href="gmminit.htm">gmminit</a></CODE>, <CODE><a href="gmmem.htm">gmmem</a></CODE>, <CODE><a href="gmmprob.htm">gmmprob</a></CODE>, <CODE><a href="ppca.htm">ppca</a></CODE><hr> |
| wolffd@0 | 48 <b>Pages:</b> |
| wolffd@0 | 49 <a href="index.htm">Index</a> |
| wolffd@0 | 50 <hr> |
| wolffd@0 | 51 <p>Copyright (c) Ian T Nabney (1996-9) |
| wolffd@0 | 52 |
| wolffd@0 | 53 |
| wolffd@0 | 54 </body> |
| wolffd@0 | 55 </html> |