How can we get the equations for calculating mean, convariace, mixing probability value for Gaussian Mixture...
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I am currently learning EM algorithm and get some trouble with understanding EM algorithm for Gaussian Mixture Model.
In the text book, it is written as the screenshot: (the link below)
https://i.stack.imgur.com/0y5tn.png
This is what I am wondering:
How can we get these three equations for calculating mean, convariance and mixing probability value? Thanks in advance.
probability machine-learning
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
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add a comment |
$begingroup$
I am currently learning EM algorithm and get some trouble with understanding EM algorithm for Gaussian Mixture Model.
In the text book, it is written as the screenshot: (the link below)
https://i.stack.imgur.com/0y5tn.png
This is what I am wondering:
How can we get these three equations for calculating mean, convariance and mixing probability value? Thanks in advance.
probability machine-learning
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
$endgroup$
$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
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– Nadiels
Dec 8 '18 at 15:06
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Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33
add a comment |
$begingroup$
I am currently learning EM algorithm and get some trouble with understanding EM algorithm for Gaussian Mixture Model.
In the text book, it is written as the screenshot: (the link below)
https://i.stack.imgur.com/0y5tn.png
This is what I am wondering:
How can we get these three equations for calculating mean, convariance and mixing probability value? Thanks in advance.
probability machine-learning
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
$endgroup$
I am currently learning EM algorithm and get some trouble with understanding EM algorithm for Gaussian Mixture Model.
In the text book, it is written as the screenshot: (the link below)
https://i.stack.imgur.com/0y5tn.png
This is what I am wondering:
How can we get these three equations for calculating mean, convariance and mixing probability value? Thanks in advance.
probability machine-learning
probability machine-learning
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
asked Dec 8 '18 at 14:53
AntansipalAntansipal
1
1
$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
$endgroup$
– Nadiels
Dec 8 '18 at 15:06
$begingroup$
Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33
add a comment |
$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
$endgroup$
– Nadiels
Dec 8 '18 at 15:06
$begingroup$
Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33
$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
$endgroup$
– Nadiels
Dec 8 '18 at 15:06
$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
$endgroup$
– Nadiels
Dec 8 '18 at 15:06
$begingroup$
Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33
$begingroup$
Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33
add a comment |
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$begingroup$
Surely your textbook offers some explanation preceeding these update equations? It would help people to help you if you gave them more of an idea at where you are running into difficulties. There are really three steps i) augmenting the usual likelihood with a clever choice of latent variables, ii) create an objective function integrating over those variables, iii) differentiate the objective function
$endgroup$
– Nadiels
Dec 8 '18 at 15:06
$begingroup$
Thanks a lot for clarifying the steps. It helps a lot for me to know which parts are still blur to me. I'll go check them out. Thanks!
$endgroup$
– Antansipal
Dec 8 '18 at 15:33