EM_MVGM

Version 1.8.0.0 (20.6 KB) by Sebastien PARIS
Fast implementation of EM algorithm for multivariate gaussian mixture
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Updated 27 Nov 2012

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Mex implementation of EM algorithm for multivariate Gaussian mixture. Multiple data/initial parameters are allowed by ND slices definition

em_mvgm : Expectation-Maximization algorithm for Multivariate Gaussian Mixtures

Usage
-------

[logl , M , S , P] = em_mvgm(Z , M0 , S0 , P0 , [nbite]);

Inputs
-------

Z Measurements (m x K x [n1] x ... x [nl])
M0 Initial mean vector. M0 can be (m x 1 x p x [v1] x ... x [vr])
S0 Initial covariance matrix. S0 can be (m x m x p x [v1] x ... x [vr])
P0 Initial mixture probabilities (1 x 1 x p) : P0 can be (1 x 1 x d x [v1] x ... x [vr])
nbite Number of iteration (default = 10)

Outputs
-------

logl Final loglikelihood (n1 x ... x nl x v1 x ... x vr)
M Estimated mean vector (d x 1 x p x n1 x ... x nl v1 x ... x vr)
S Estimated covariance vector (d x d x p x n1 x ... x nl v1 x ... x vr)
P Estimated initial probabilities (1 x 1 x p x n1 x ... x nl v1 x ... x vr)

Please run mexme_em_mvgm for compile mex file on your own systems.

Run test_em_mvgm.m for a demo

Cite As

Sebastien PARIS (2024). EM_MVGM (https://www.mathworks.com/matlabcentral/fileexchange/17560-em_mvgm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Version Published Release Notes
1.8.0.0

-Fix 2 bugs (thanks to Jonathan for reporting)
1.7.0.0

-Fix a bug introduced in the last update
1.6.0.0

-Minor update for Linux
1.5.0.0

-Fix a compilation error for Linux and // comments
1.4.0.0

-Fixed a bug for Linux64 & GCC
1.3.0.0

Correct a bug in likelihood_mvgm.c when d=1
1.2.0.0

Fixed bug in the likelihood constant computation
1.1.0.0

- add mexme_em_mvgm to build mex files and compatible with LCC compiler.
1.0.0.0