Gaussian Mixture Model Family

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A Gaussian Mixture Model Family is a mixture model family of the form [math]\displaystyle{ p(\mathbf{x}) = \sum_{k=1}^K \pi_k N(\mu_k,\Sigma_k) }[/math], where [math]\displaystyle{ \pi_k }[/math] is the probability that a sample is drawn from kth mixture component. Note that [math]\displaystyle{ \sum_{k=1}^K \pi_k = 1 }[/math] and [math]\displaystyle{ \pi_k \gt 0 }[/math].



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2009