混合ガウス分布問題のEMアルゴリズム計算 - Qiita

# !/usr/bin/env python # -*- coding: utf-8 -*- from __future__ import division from __future__ import print_function import numpy as np import matplotlib.pyplot as plt import matplotlib.mlab as mlab from matplotlib.patches import Ellipse # 混合ガウス分布 par = (pi, mean, var): (混合係数、平均、分散) def gaussians(x, par): return [gaussian(x-mu, var) * pi for pi,mu,var in zip(*par)] # ガウス分布 def gaussian(x, var): nv