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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"><!--Converted with LaTeX2HTML 2K.1beta (1.48)original version by: Nikos Drakos, CBLU, University of Leeds* revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan* with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --><HTML><HEAD><TITLE>Another mixture example: ex_bic</TITLE><META NAME="description" CONTENT="Another mixture example: ex_bic"><META NAME="keywords" CONTENT="H2M, H2M/cnt, Hidden Markov Model, HMM, Mixture model, Vector Quantization, Expectation Maximization, EM, Multivariate Gaussian, Count data, Poisson, Negative binomial, MATLAB, OCTAVE, GPL"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"><META NAME="Generator" CONTENT="LaTeX2HTML v2K.1beta"><META HTTP-EQUIV="Content-Style-Type" CONTENT="text/css"><LINK REL="STYLESHEET" HREF="h2m.css"><LINK REL="next" HREF="node12.html"><LINK REL="previous" HREF="node10.html"><LINK REL="up" HREF="node8.html"><LINK REL="next" HREF="node12.html"></HEAD><BODY BGCOLOR="ivory"><!--Navigation Panel--><B> Next:</B> <A NAME="tex2html220" HREF="node12.html">A more advance example</A><B>Up:</B> <A NAME="tex2html216" HREF="node8.html">Models with multivariate Gaussian</A><B> Previous:</B> <A NAME="tex2html210" HREF="node10.html">Simple types: ex_basic</A><P><!--End of Navigation Panel--><H2><A NAME="SECTION00033000000000000000">Another mixture example: ex_bic</A></H2><code>ex_bix</code> is a richer example with mixtures where you analyze somesimulated data consisting of mixture observations plus a small portion ofoutliers (simulated from another density). To assess the fit provided bymixture models with different numbers of components, the BIC (BayesianInformation Criterion) is used [<A HREF="node23.html#FR98hmc">5</A>]. The aim of this example is notto promote the use of BIC for selecting the number of component in a mixturemodel (see the comments in <code>ex_bix</code> concerning the sensitivity of theprocedure to various parameters of the analysis) but rather to illustrate theuse of <TT>H2M</TT> functions in a more ``realistic'' setting.<P><BR><HR><ADDRESS>Olivier Cappé, Aug 24 2001</ADDRESS></BODY></HTML>
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