Gaussian Mixture Model learning using EM

This is a very simple implementation of the EM algorithm for learning Gaussian Mixture Models. Every major step in the code is explained in comments.

How to run it?

  1. Download mggmmemfit.m and testmggmmemfit.m
  2. Execute testmggmmemfit in Matlab
  3. When the simulation starts, click inside of the figure in order to go to the next step of the EM algorithm

This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

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