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Show that the M step for ML estimation of a mixture of Gaussians is given by: ΣΤΑΧ Tk Σ; rix(x; - μ.)(x; – μ.)" _Σraxx – rμμ Tk T'k με ΣΗ = =

Show that the M step for ML estimation of a mixture of Gaussians is given by: ΣΤΑΧ Tk Σ; rix(x; - μ.)(x; – μ.)" _Σraxx – rμμ Tk T'k με ΣΗ = =

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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I really don't understand this concepts within the attached.

Show that the M step for ML estimation of a mixture of Gaussians is given by: ΣTAX Th Σ;rk(x flk = ΣΕ = - μπ.)(x - μ.)^ _Erixx – rμμ - Tk Th = T
Transcribed Image Text:Show that the M step for ML estimation of a mixture of Gaussians is given by: ΣTAX Th Σ;rk(x flk = ΣΕ = - μπ.)(x - μ.)^ _Erixx – rμμ - Tk Th = T
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 The log-likelihood  can be expressed as:

There are two Sigmas, are they read a the Sum of sum or is it the Sum multiplied by the sum?  (see attached)

L(0)= ΣΣ.fik×log(π.χN(x|μ.Σ.))
Transcribed Image Text:L(0)= ΣΣ.fik×log(π.χN(x|μ.Σ.))
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