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First pick one
of the k Gaussians with a probability that is
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called its
“mixing proportion”.
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Then generate a
random point from the chosen
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Gaussian.
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The probability
of generating the exact data we observed
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is zero, but we
can still try to maximize the probability
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density.
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Adjust
the means of the Gaussians
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Adjust
the variances of the Gaussians on each
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dimension
(or use a full covariance Gaussian).
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Adjust
the mixing proportions of the Gaussians.
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