Variational Bayes by EmtiyazKhan

用Matlab写的高斯混合模型的贝叶斯EM估计，-Variational Bayesian EM for Gaussian mixture models

变分贝叶斯高斯过程混合模型源码，主要基于pattern recognition and machine learning 这本书。-22 Oct 2008 gmmVBEM.m is the main file for VBEM Main file needs MyEllipse.m for plotting Netlab gmmem for initialization Following example file illustrates the usa

在混合高斯模型参数估计方法上有很多方法，例如最大似然函数的EM算法，但是该算法容易出现过拟合，故本文提出了一个变分EM的算法来对参数进行估计，可以避免EM算法中的不足。 下面的示例文件中说明了使用下面的示例文件说明了用法 examplevbem，VBEM M示例文件 faithful.txt数据集为例(The parameters of Gauss mixture model estimation method has a lot of methods, such as the maxim