Consider a gaussian mixture model

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Consider a Gaussian mixture model where the covariance matrices are assumed to be scalar: Σr = σI ∀r = 1, . . . , R, and σ is a fixed parameter. Discuss the analogy between the K-means clustering algorithm and the EM algorithm for fitting this mixture model in detail. Show that in the limit σ → 0 the two methods coincide.

Reference no: EM131044768

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