Deriving the EM Algorithm for the Multivariate Gaussian Mixture Model
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YouTubeMachine Learning & Simulation
Deriving the EM Algorithm for the Multivariate Gaussian Mixture Model
The Expectation Maximization Algorithm allows to learn the parameters of a Mixture of Multivariate Normals / Gaussians. This can then be used for clustering the data. Here are the notes: https://raw.githubusercontent.com/Ceyron/machine-learning-and-simulation/main/english/probabilistic_machine_learning/multivariate_gaussian_mixture_expectation ...
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