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Luigi Acerbi
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# vbgmm | ||
Variational Gaussian mixture model for MATLAB | ||
# Variational Gaussian mixture model for MATLAB (vbGMM) | ||
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This toolbox implements variational inference for Gaussian mixture models (vbGMM) as per Chapter 10 of *Pattern Recognition and Machine | ||
Learning* by C. M. Bishop (2006). Part of the code is based on a barebone [MATLAB implementation](http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model) by Mo Chen. vbGMM contains a number of additional features: | ||
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- Generate samples from the trained mixture model (*vbgmmrnd.m*) | ||
- Expected pdf of the trained vbGMM at any given point (*vbgmmpred.m*) | ||
- Support for bounded variables (data are transformed for inference to an unbounded space via a nonlinear transformation) -- to be implemented. | ||
- Generate marginal and conditional vbGMMs -- to be implemented. | ||
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The toolbox is still work in progress and currently incomplete. |