Gaussian Mixture Model
A probability density formed as a convex combination of K Gaussian components, p(x) = sum_k pi_k N(x | mu_k, Sigma_k); with enough components it can approximate any smooth density arbitrarily well.
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A probability density formed as a convex combination of K Gaussian components, p(x) = sum_k pi_k N(x | mu_k, Sigma_k); with enough components it can approximate any smooth density arbitrarily well.
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