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<html><head><title>Netlab Reference Manual demgmm5</title></head><body><H1> demgmm5</H1><h2>Purpose</h2>Demonstrate density modelling with a PPCA mixture model.<p><h2>Synopsis</h2><PRE>demgmm5</PRE><p><h2>Description</h2>The problem consists of modelling data generatedby a mixture of three Gaussians in 2 dimensions with a mixture modelusing full covariance matrices.  The priors are 0.3, 0.5 and 0.2; thecentres are (2, 3.5), (0, 0) and (0,2); the variances are (0.16, 0.64)axis aligned, (0.25, 1) rotated by 30 degrees and the identitymatrix. The first figure contains a scatter plot of the data.<p>A mixture model with three one-dimensional PPCA components is trainedusing EM.  The parameter vector is printed before training and aftertraining.  The parameter vector consists of priors (the column), andcentres (given as (x, y) pairs as the next two columns).<p>The second figure is a 3 dimensional view of the density function,while the third shows the axes of the 1-standard deviation ellipsesfor the three components of the mixture model together with the onestandard deviation along the principal component of each mixturemodel component.<p><h2>See Also</h2><CODE><a href="gmm.htm">gmm</a></CODE>, <CODE><a href="gmminit.htm">gmminit</a></CODE>, <CODE><a href="gmmem.htm">gmmem</a></CODE>, <CODE><a href="gmmprob.htm">gmmprob</a></CODE>, <CODE><a href="ppca.htm">ppca</a></CODE><hr><b>Pages:</b><a href="index.htm">Index</a><hr><p>Copyright (c) Ian T Nabney (1996-9)</body></html>

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