Fast EM_GM
EM_GM_fast is the modified version of EM_GM (EM algorithm for k multidimensional Gaussian mixture estimation) for speed enchancement suggested by Mr. Michael Boedigheimer. The functionalities of EM_GM_fast and EM_GM are identical.
Note: EM_GM_fast requires more memory than EM_GM to execute. If EM_GM_fast does not provide any speed gain or is slower than EM_GM, more memory is needed or EM_GM should be used instead.
Similar to EM_GM, EM_GM_fast is designed as a single file function (i.e. all sub functions are included in the same file) for convenience and portability.
Detail descriptions of all inputs and outputs are included in the file. EM_GM_fast can be controlled to plot 1D or 2D problems and display CPU time used as well as number of iterations.
Example:
X = zeros(600,2);
X(1:200,:) = normrnd(0,1,200,2);
X(201:400,:) = normrnd(0,2,200,2);
X(401:600,:) = normrnd(0,3,200,2);
[W,M,V,L] = EM_GM_fast(X,3,[],[],1,[])
Cite As
Patrick Tsui (2024). Fast EM_GM (https://www.mathworks.com/matlabcentral/fileexchange/9659-fast-em_gm), MATLAB Central File Exchange. Retrieved .
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Acknowledgements
Inspired by: EM_GM
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Version | Published | Release Notes | |
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1.0.0.0 | Enchance likelihood computation
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