Code covered by the BSD License
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EM algorithm for Gaussian mixture model
- emgm(X, init) Perform EM algorithm for fitting the Gaussian mixture model.
- logsumexp(x, dim) Compute log(sum(exp(x),dim)) while avoiding numerical underflow.
- spread(X, label) Plot samples of different labels with different colors.
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EM algorithm for Gaussian mixture model
by Mo Chen
EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. |
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