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Questions tagged [mixture-model]

In statistics, a mixture model is a probabilistic model that is formed by a combination of probabilistic models. For example, the Gaussian mixture model is the weighted sum of Gaussian distributions. Mixture models are mainly used in probabilistic clustering of data and modelling of unknown distributional shapes.

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Gaussian Mixture Model fit in Python with sklearn is too slow - Any alternative?

I need to use Gaussian Mixture Models on an RGB image, and therefore the dataset is quite big. This needs to run on real time (from a webcam feed). I first coded this with Matlab and I was able to achieve a running time of 0.5 seconds for an image…
Zynk
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How do I evaluate a sample in a weighted Gaussian Mixture Model?

Short version: If I have a MoG model with n components each with individual weights w^n. I have a sample s. I wish to calculate the probability that this sample was drawn from the MoG. I can evaluate the individual gaussians easily but I don't know…
CVirtuous
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Error sampling from GMM using sklearn.mixture.GMM

I'm using sklearn.mixture.GMM to fit some data and am having trouble sampling from the GMM for one item in the dataset. In over 1000 instances of the data it works fine, but in the case below (data_not_working) I get an error when running the…
tribalsoul
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How to plot results of gmdistribution in MATLAB?

I have data from an image in MATLAB and I would like to decompose it into a gaussian mixture. The counts and binLocations of the image are stored in 256x2 matrix 'X' and fitgmdist(X, 3) gives parameters for three gaussians. I would like to plot…
Priyansh Sharma
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Implementation of EM algorithm for Gaussian Mixture Models

Using the EM algorithm, I want to train a Gaussian Mixture model with four components on a given dataset. The set is three dimensional and contains 300 samples. The problem is that after about 6 rounds of the EM algorithm, the covariance matrices…
evolved
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Contour lines not showing up properly

I am trying to visualize Gaussian mixture Model's contour lines to my scatter plots but they do not show up properly, first I thought they are getting overlapped by the points but the problem persists even if I draw the lines first and then plot the…
Sudh
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Forecasting from a time series mixture model which is an average of other models

I'm trying to fit a mixture model to a time series in order to do forecasts (averaging an arima, an ets and an stlf model). Is there an R package that can handle this? I've managed to find a number of packages that can handle mixture models, but…
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Fitting mixture of distributions (Gaussians + Uniform) in Winbugs

I'm trying to fit a mixture distribution model to a vector of values, the mixture needs to consist of 2 gaussians distribution and 1 uniform distribution. I am trying to implement this in Winbugs. I found plenty of example that used mixture of…
GBR
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Mixture of Gaussians using scikit learn mixture

I'd like to use sklearn.mixture.GMM to fit a mixture of Gaussians to some data, with results similar to the ones I get using R's "Mclust" package. The data looks like this: So here's how I cluster the data using R, it gives me 14 nicely separated…
David DeWert
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Negative binomial dispersion parameter in Matlab

The matlab function nbinfit returns the values r and p for the negative binomial. Is there an equivalent MLE function in matlab that instead returns the values for mu (mean) and theta (the dispersion parameter) for the "ecological" or "Polya"…
user2855666
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using R to estimate finite mixture model with underlying Markov process

My apologies if this is more of a statistics question than an R question. I am trying to estimate the following model in R. y_t = mu0 (1 - S_t) + mu1 S_t + e_t e_t ~ N(0, sigma_t^2) sigma_t^2 = sigma_0^2 (1 - S_t) + sigma_1^2 S_t where mu_t = mu0…
stevejb
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GMM adaptation to new data

I have been using the GMM cluster package by Bouman, for which I did not find any adaptation module online. Before I start off reading up on the GMM adaptation theory and implementing it, I did like to know if there are any other opensource GMM…
Yakku
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How to code a hierarchical mixture model of multivariate normals using PYMC

I successfully implemented a mixture of 3 normals using PyMC (shown at https://drive.google.com/file/d/0Bwnmbh6ueWhqSkUtV1JFZDJwLWc, and similar to the question asked at How to model a mixture of 3 Normals in PyMC?) My next step is to try and code…
Mike
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MATLAB code for a lot of Gaussian Mixture Model

I have applied gaussmix from MATLAB's voicebox tools to calculate a Gaussian Mixture Model (GMM). However, the code gives me an error when I run it for 512 GMM components. No_of_Clusters = 512; No_of_Iterations =…
Ali Bodaghi
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Gaussian Mixture Modelling Matlab

Im using the Gaussian Mixture Model to estimate loglikelihood function(the parameters are estimated by the EM algorithm)Im using Matlab...my data is of the size:17991402*1...17991402 data points of one dimension: When I run gmdistribution.fit(X,2) I…
ashwin shanker
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