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Giang Le

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04 Nov 2010 EM algorithm for Gaussian mixture model EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. Author: Mo Chen

i see now, I have tried with 2009a and earlier version and it gave me error when i increased number of clusters. Work fine with 2009b although it is not converge.
I am very thankful for your reply.

03 Nov 2010 EM algorithm for Gaussian mixture model EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. Author: Mo Chen

Hi Michael,
Thanks for a quick reply. Here is the problem, I am try to clustering 11208 samples to 128 with dim is 14.
> x = rand(14,11208);
>[est_label,model] = emgm(x,128);
EM for Gaussian mixture: running ... ??? Error using ==> loggausspdf at 7
ERROR: sigma is not SPD.

Error in ==> emgm>expectation at 65
R(:,i) = loggausspdf(X,mu(:,i),Sigma(:,:,i));

Error in ==> emgm at 16
[R, llh(t)] = expectation(X,model);
I have tried to increase the sigma0 but the problem is still there.

02 Nov 2010 EM algorithm for Gaussian mixture model EM algorithm for Gaussian mixture. Works on arbitray dimensions with high speed and precision. Author: Mo Chen

Can you please let me know how to fix the ERROR: sigma is not SPD?

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