Here is a illustration of Expectation maximization Algorithm for Gaussian mixtures from C. M. Bishop's book.

Mixture Old Kiwi.jpg

As can be seen from the figures, algorithm, starts with randomly initialized parameters. At each iteration, based on the current parameters, it clusters the data. Using that clustered data, the algorithm computes the parameters again. The process continues until convergence.

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Recent Math PhD now doing a post-doctorate at UC Riverside.

Kuei-Nuan Lin