Normal Mixture

Let us study an unsupervised learning using a normal mixture. A normal mixture is defined by a finite mixture of a normal distribution. 

An unknown data generating distribution is estimated by a normal mixture. 

We examine a normal mixture and its prior distribution which are defined by these equations.

bayes032.mp4

This is an example of Bayes Estimation.

Data generating distribution is a normal mixture with 3 components, whereas a learning machine is that with 2 components.

A sample size increases gradually.  Generalization error, LOOCV, and WAIC are compared. 

bayes033.mp4

This is an example of Bayes Estimation.

Data generating distribution is a normal mixture with 3 components, whereas a learning machine is that with 3 components.

A sample size increases gradually.  Generalization error, LOOCV, and WAIC are compared.  

bayes034.mp4

This is an example of Bayes Estimation.

Data generating distribution is a normal mixture with 3 components, whereas a learning machine is that with 5 components.

A sample size increases gradually.  Generalization error, LOOCV, and WAIC are compared.