Gaussian Mixtures

Resources: page=109 Ch. 6.3

---

A Gaussian mixture is a function on the form

$$f(x)=\sum _{i=1}^M{w}^i\mathcal{N}(x;{\mu }^i{P}^i)$$

Where ${\sum }_{i=1}^M{w}^i=1$ and $w^i\ge 0\forall i$

• $w^i$ is used for what is called the normalization requirement, and ensures that the mixture integrates to one (making $f(x)$ a valid pdf).