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Expectation Maximization for Gaussian Mixture Distributions

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Uploaded by on Jul 16, 2009

http://demonstrations.wolfram.com/ExpectationMaximizationForGaussianMixtureDi...

The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily.

This Demonstration shows an implementation of the expectation-maximization algorithm for Gaussian mixture distributions. Given a sample dataset drawn from two Gaussians with probability p of the i^th data point being drawn from the first Gaussian distri...

Contributed by: Anthony Fox

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