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