Commit 3a9eed00 by Frédéric Karamé

### fixed bugs for estimating a gaussian-mixture distribution.

parent 186de044
 function [StateMu,StateSqrtP,StateWeights] = fit_gaussian_mixture(X,StateMu,StateSqrtP,StateWeights,crit,niters,check) [dim,Ndata] = size(X); M = size(StateMu,2) ; if check % Ensure that covariances don't collapse MIN_COVAR_SQRT = sqrt(eps); init_covars = StateSqrtP; end eold = -Inf; for n=1:niters % Calculate posteriors based on old parameters [prior,likelihood,marginal,posterior] = probability(StateMu,StateSqrtP,StateWeights,X); e = sum(log(marginal)); if (n > 1 && abs((e - eold)/eold) < crit) return; else eold = e; end new_pr = (sum(posterior,2))'; StateWeights = new_pr/Ndata; StateMu = bsxfun(@rdivide,(posterior*X')',new_pr); for j=1:M diffs = bsxfun(@minus,X,StateMu(:,j)); tpost = (1/sqrt(new_pr(j)))*sqrt(posterior(j,:)); diffs = bsxfun(@times,diffs,tpost); [foo,tcov] = qr2(diffs') ; StateSqrtP(:,:,j) = tcov'; if check if min(abs(diag(StateSqrtP(:,:,j)))) < MIN_COVAR_SQRT StateSqrtP(:,:,j) = init_covars(:,:,j); end end end end
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment