Daniel@0: Daniel@0:
Daniel@0:Daniel@0: mix = gmm(dim, ncentres, covartype) Daniel@0: mix = gmm(dim, ncentres, covartype, ppca_dim) Daniel@0:Daniel@0: Daniel@0: Daniel@0:
mix = gmm(dim, ncentres, covartype)
takes
Daniel@0: the dimension of the space dim
, the number of centres in the
Daniel@0: mixture model and the type of the mixture model, and returns a data
Daniel@0: structure mix
.
Daniel@0: The mixture model type defines the covariance structure of each component
Daniel@0: Gaussian:
Daniel@0: Daniel@0: Daniel@0: 'spherical' = single variance parameter for each component: stored as a vector Daniel@0: 'diag' = diagonal matrix for each component: stored as rows of a matrix Daniel@0: 'full' = full matrix for each component: stored as 3d array Daniel@0: 'ppca' = probabilistic PCA: stored as principal components (in a 3d array Daniel@0: and associated variances and off-subspace noise Daniel@0:Daniel@0: Daniel@0:
mix = gmm(dim, ncentres, covartype, ppca_dim)
also sets the dimension of
Daniel@0: the PPCA sub-spaces: the default value is one.
Daniel@0:
Daniel@0: The priors are initialised to equal values summing to one, and the covariances
Daniel@0: are all the identity matrix (or equivalent). The centres are
Daniel@0: initialised randomly from a zero mean unit variance Gaussian. This makes use
Daniel@0: of the MATLAB function randn
and so the seed for the random weight
Daniel@0: initialisation can be set using randn('state', s)
where s
is the
Daniel@0: state value.
Daniel@0:
Daniel@0:
The fields in mix
are
Daniel@0:
Daniel@0: Daniel@0: type = 'gmm' Daniel@0: nin = the dimension of the space Daniel@0: ncentres = number of mixture components Daniel@0: covartype = string for type of variance model Daniel@0: priors = mixing coefficients Daniel@0: centres = means of Gaussians: stored as rows of a matrix Daniel@0: covars = covariances of Gaussians Daniel@0:Daniel@0: Daniel@0: The additional fields for mixtures of PPCA are Daniel@0:
Daniel@0: Daniel@0: U = principal component subspaces Daniel@0: lambda = in-space covariances: stored as rows of a matrix Daniel@0:Daniel@0: Daniel@0: The off-subspace noise is stored in
covars
.
Daniel@0:
Daniel@0: Daniel@0: Daniel@0: mix = gmm(2, 4, 'spherical'); Daniel@0:Daniel@0: Daniel@0: This creates a Gaussian mixture model with 4 components in 2 dimensions. Daniel@0: The covariance structure is a spherical model. Daniel@0: Daniel@0:
gmmpak
, gmmunpak
, gmmsamp
, gmminit
, gmmem
, gmmactiv
, gmmpost
, gmmprob
Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: