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| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
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| children |
| rev | line source |
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| Daniel@0 | 1 <html> |
| Daniel@0 | 2 <head> |
| Daniel@0 | 3 <title> |
| Daniel@0 | 4 Netlab Reference Manual demgmm4 |
| Daniel@0 | 5 </title> |
| Daniel@0 | 6 </head> |
| Daniel@0 | 7 <body> |
| Daniel@0 | 8 <H1> demgmm4 |
| Daniel@0 | 9 </H1> |
| Daniel@0 | 10 <h2> |
| Daniel@0 | 11 Purpose |
| Daniel@0 | 12 </h2> |
| Daniel@0 | 13 Demonstrate density modelling with a Gaussian mixture model. |
| Daniel@0 | 14 |
| Daniel@0 | 15 <p><h2> |
| Daniel@0 | 16 Synopsis |
| Daniel@0 | 17 </h2> |
| Daniel@0 | 18 <PRE> |
| Daniel@0 | 19 demgmm4</PRE> |
| Daniel@0 | 20 |
| Daniel@0 | 21 |
| Daniel@0 | 22 <p><h2> |
| Daniel@0 | 23 Description |
| Daniel@0 | 24 </h2> |
| Daniel@0 | 25 |
| Daniel@0 | 26 The problem consists of modelling data generated |
| Daniel@0 | 27 by a mixture of three Gaussians in 2 dimensions with a mixture model |
| Daniel@0 | 28 using full covariance matrices. The priors are 0.3, 0.5 and 0.2; the |
| Daniel@0 | 29 centres are (2, 3.5), (0, 0) and (0,2); the variances are (0.16, 0.64) |
| Daniel@0 | 30 axis aligned, (0.25, 1) rotated by 30 degrees and the identity |
| Daniel@0 | 31 matrix. The first figure contains a scatter plot of the data. |
| Daniel@0 | 32 |
| Daniel@0 | 33 <p>A Gaussian mixture model with three components is trained using EM. The |
| Daniel@0 | 34 parameter vector is printed before training and after training. The user |
| Daniel@0 | 35 should press any key to continue at these points. The parameter vector |
| Daniel@0 | 36 consists of priors (the column), and centres (given as (x, y) pairs as |
| Daniel@0 | 37 the next two columns). The covariance matrices are printed separately. |
| Daniel@0 | 38 |
| Daniel@0 | 39 <p>The second figure is a 3 dimensional view of the density function, |
| Daniel@0 | 40 while the third shows the axes of the 1-standard deviation ellipses |
| Daniel@0 | 41 for the three components of the mixture model. |
| Daniel@0 | 42 |
| Daniel@0 | 43 <p><h2> |
| Daniel@0 | 44 See Also |
| Daniel@0 | 45 </h2> |
| Daniel@0 | 46 <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="gmmunpak.htm">gmmunpak</a></CODE><hr> |
| Daniel@0 | 47 <b>Pages:</b> |
| Daniel@0 | 48 <a href="index.htm">Index</a> |
| Daniel@0 | 49 <hr> |
| Daniel@0 | 50 <p>Copyright (c) Ian T Nabney (1996-9) |
| Daniel@0 | 51 |
| Daniel@0 | 52 |
| Daniel@0 | 53 </body> |
| Daniel@0 | 54 </html> |