Gaussian Mixture Models

Question

Thanks!

In: Mathematics

Answer 1

It’s possible to approximate any signal with a mixture of sine waves, this is how the Fourier Transform is conceptualized. The same process can be done with a mixture of Gaussian functions, what’s called a GMM. The FT is often quite efficient for signals that repeat with a specific period, whereas the GMM tends to be most efficient with statistical distributions. Both of these approximations are much more compact and fast to evaluate than something like a least-squares fit polynomial.