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1D infinite Gaussian mixture model

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1D infinite Gaussian mixture model

by Mark Bangert

 

30 Jan 2012 (Updated 07 Feb 2012)

Implementation of Rasmussen's infinite Gaussian Mixture model for one dimensional data sets

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Description

This is a little script which was designed for educational purposes. It runs out of the box and generates a random data set of 1D Gaussian mixtures and visualizes the inference process.

References:

* Carl Edward Rasmussen: The infinite Gaussian mixture model -> http://www.kyb.mpg.de/fileadmin/user_upload/files/publications/pdfs/pdf2299.pdf
Required Products Statistics Toolbox
MATLAB release MATLAB 7.11 (2010b)
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Updates
07 Feb 2012

Removed typos from the description.
08 Feb 2012

Removed typos.
Tag Activity for this File
Tag Applied By Date/Time
infinite mixture models Mark Bangert 31 Jan 2012 16:16:55
non parametric bayesian inference Mark Bangert 31 Jan 2012 16:16:55

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