Math Problem Statement
create a guassian mixture model from the data i will provide i want to do this mathematically by hand
Solution
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Statistics
Gaussian Mixture Model
Expectation-Maximization (EM) Algorithm
Formulas
Gaussian Probability Density Function: P(x | μ, σ²) = (1 / sqrt(2πσ²)) * exp(-((x - μ)² / 2σ²))
Log-Likelihood Function for GMM
Responsibility Formula for GMM: r_ik = (π_k * N(x_i | μ_k, Σ_k)) / Σ_j (π_j * N(x_i | μ_j, Σ_j))
Maximization Step: Update Means, Covariances, and Weights
Theorems
Bayes' Theorem
Maximum Likelihood Estimation
Suitable Grade Level
Undergraduate/Graduate Level
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