Clustering based on Gaussian mixture models

14 junho 2023, 16:30 João Pedro Castilho Pereira Santos Gomes

Gaussian mixture models (GMM). The minorization-maximization (MM) approach for iterative optimization and its elation to the expectation-maximization (EM) algorithm for statistical inference. The EM algorithm for GMMs. Relation with Lloyd's algorithm for k-means. Model complexity and data requirements. Model order selection: Akaike and Bayesian information criteria. Density estimation. [Murphy 11.2-11.2.1, 11.4-11.4.2.5, 11.4.2.7, 11.5]