This paper is concerned with an important issue in finite mixture modeling, the selection of the number of mixing components. A new penalized likelihood method is proposed for finite multi variate ...

Common clustering techniques include k-means, Gaussian mixture model, density-based and spectral. This article explains how to implement Gaussian mixture model (GMM) clustering from scratch using the ...

We generalize the Gaussian mixture transition distribution (GMTD) model introduced by Le and co-workers to the mixture autoregressive (MAR) model for the modelling of non-linear time series. The ...

GMM s can capture nearly any continuous probability distribution using a mixture of Gaussian distributions. The process is gradual. The model starts by identifying the densest part of the probability ...