GaussianMixture

A Gaussian mixture is a probability density function (p.d.f.). It is a combination of several Gaussian densities.

The GaussianMixture’s p.d.f. is defined as the weighted sum of K multivariate Gaussian p.d.f.s:

pdf(x) = Σi=1K pi N(x; μi, Σi)

where each N(x; μi, Σi) is a multivariate p.d.f. with mean vector μi and covariance matrix Σi. The coefficients pi sum to 1.

For an introduction to Gaussian mixtures see for example Bishop (2006).

Links to this page


© djmw 20230718