Estimating the parameters of gaussians to fit a lot of samples can be do with...

dream13rxs
Answered
2022-07-08
Estimating the parameters of gaussians to fit a lot of samples can be do with Exceptation Maximization, for instance if we want to fit two gaussian on points, to have the clusters and . (1)
Here is the prior that depicts the overall importance of the cluster.
This prior is then updated for the next step, according on how many the points belongs to the cluster:
However, what is the value of the prior on the first iteration of the algorithm?