This article explains how to implement Gaussian mixture model (GMM) clustering from scratch using the C# programming language. Compared to other clustering techniques, GMM clustering gives the ...

Think about a baseball game. The batter has to decide whether and how to hit the incoming pitch. He needs to judge the position and speed of the ball, given his own visual uncertainty, and to estimate ...

Jörg Kienitz proposes a method for generating synthetic market data under the real-world measure P based on Gaussian mixture models (convex combinations of Gaussians). Once numerically fitted, the ...