DUE by 14.2.01
"reshut"
1. Parametric Estimation using the Likelihood Function:
The maximum likelihood technique estimates a parameter set
,
by maximizing
:
(1)
a data set of N
vectors.
In practice, we define an error function, E, to be minimized:
(2)
For the Gaussian distribution in one dimension:
(3)
find the values of the mean and variance that minimize the
error function (equation 2).
2. Go over section 2.6 in Bishop on Mixture models.
2.1 Derive:
and
(equations
2.79 and 2.80).
2.2 Show
and
(equations 2.85 and 2.86).
2.3 Explain in your own words the intuition behind the update equations:
(equations 2.96-2.98).