Gaussian Mixture Models

Question

Thanks!

In: Mathematics

Answer 1

Gaussian is, for our purposes, a fancy way of referring to the Normal distribution. A mixture model is one that combines two or more distributions. Suppose you have two Gaussian/Normal distributions, N(0,1) and N(10,1). Every time you draw a number, you first determine which of those distributions you’re drawing from. Maybe you have a 30% chance of drawing from the N(1,0) distribution and a 70% chance of drawing from the N(10,1). Then you draw a number from one distribution or the other. The resulting random number can be said to come from a Gaussian mixture model. If you plotted the distribution, you would see a peak at both 1 and 10. Mixture models in general are a good way to model data with this kind of multi-peak structure.