Gibbs sampling for fitting finite and infinite Gaussian mixture models
نویسنده
چکیده
This document gives a high-level summary of the necessary details for implementing collapsed Gibbs sampling for fitting Gaussian mixture models (GMMs) following a Bayesian approach. The document structure is as follows. After notation and reference sections (Sections 2 and 3), the case for sampling the parameters of a finite Gaussian mixture model is described in Section 4. This is then extended to the infinite case in Section 5.
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تاریخ انتشار 2014