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1 <html>
2 <head>
3 <title>
4 Netlab Reference Manual demgmm4
5 </title>
6 </head>
7 <body>
8 <H1> demgmm4
9 </H1>
10 <h2>
11 Purpose
12 </h2>
13 Demonstrate density modelling with a Gaussian mixture model.
14
15 <p><h2>
16 Synopsis
17 </h2>
18 <PRE>
19 demgmm4</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 Gaussian mixture model with three components is trained using EM. The
34 parameter vector is printed before training and after training. The user
35 should press any key to continue at these points. The parameter vector
36 consists of priors (the column), and centres (given as (x, y) pairs as
37 the next two columns). The covariance matrices are printed separately.
38
39 <p>The second figure is a 3 dimensional view of the density function,
40 while the third shows the axes of the 1-standard deviation ellipses
41 for the three components of the mixture model.
42
43 <p><h2>
44 See Also
45 </h2>
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>
47 <b>Pages:</b>
48 <a href="index.htm">Index</a>
49 <hr>
50 <p>Copyright (c) Ian T Nabney (1996-9)
51
52
53 </body>
54 </html>