em-gaussian

Python code for estimation of Gaussian mixture models

Final parameters for the EM example:

lambda       mu1       mu2                sig1                sig2
0   0.495  4.852624  0.085936  [1.73146140597, 0]  [1.58951132132, 0]
1   0.505 -0.006998  4.992721  [0, 1.11931804165]  [0, 1.91666943891]

Final parameters for the Pyro example

locs: [[-0.0007,  4.8963],
        [ 5.0099,  0.0136]]
scales: [[[2.5315, 0.0000],
         [0.0000, 2.6476]],

        [[3.6354, 0.0000],
         [0.0000, 0.6563]]]
weights = [0.4976]