Density Estimation with Mixture Models
A fitted GMM is a full generative density: it assigns a likelihood to any point (enabling anomaly scoring via low log-density), can be sampled from by drawing a component then a Gaussian draw, and marginals/conditionals stay analytically Gaussian-mixture.
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A fitted GMM is a full generative density: it assigns a likelihood to any point (enabling anomaly scoring via low log-density), can be sampled from by drawing a component then a Gaussian draw, and marginals/conditionals stay analytically Gaussian-mixture.
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