GMM

Kernel Density Estimation (KDE) for estimating probability distribution function

There are several approaches for estimating the probability distribution function of a given data: 1)Parametric 2)Semi-parametric 3)Non-parametric A parametric one is GMM via algorithm such as expectation maximization. Here is my other post for expectation maximization. Example of Non-parametric is the histogram, where data are assigned to only one bin and depending on the number bins that fall within …

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Expectation Maximization algorithm to obtain Gaussian mixture models for ROS

I found a really good code at GitHub for fitting a Gaussian Mixture Model (GMM) with Expectation Maximization (EM) for ROS. There are so many parameters that you can change. Some of the most important ones are:

To find the optimal number of components, it uses Bayesian information criterion (BIC). There are other methods to find …

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Analytic distance metric for Gaussian mixture models

In many applications, you need to compare two or more data sets with each other to see how much they are similar or different. For instance, you have measured the height of men and women in Japan and Netherlands and now you like to know how much they are different. Two commonly used method for measuring distances …

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