













• 
First pick one
of the k Gaussians with a probability that is


called its
“mixing proportion”.



• 
Then generate a
random point from the chosen



Gaussian.



• 
The probability
of generating the exact data we observed


is zero, but we
can still try to maximize the probability



density.




– 
Adjust
the means of the Gaussians




– 
Adjust
the variances of the Gaussians on each



dimension
(or use a full covariance Gaussian).




– 
Adjust
the mixing proportions of the Gaussians.

