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A Tutorial for the Course Computational Intelligence\end{rawhtml} } % \providecommand{\mat}[1]{{\tt >> #1} \\}% \providecommand{\com}[1]{{\tt #1}} % \providecommand{\tab}{\hspace{1em}} % \providecommand{\trn}{^{\mathsf T}} % transposition% \providecommand{\xv}{\ensuremath\mathbf{x}} % vector x% \providecommand{\muv}{\ensuremath\boldsymbol{\mu}} % vector mu% \providecommand{\Sm}{\ensuremath\boldsymbol{\Sigma}} % matrix Sigma% \providecommand{\Tm}{\ensuremath\boldsymbol{\Theta}} % matrix Sigma% \providecommand{\Rf}{\ensuremath\mathbb{R}} \setlength{\hoffset}{-1in} \setlength{\voffset}{-1in} \setlength{\topskip}{0cm} \setlength{\headheight}{0cm} \setlength{\headsep}{0cm} \setlength{\textwidth}{16cm} \setlength{\evensidemargin}{2.5cm} \setlength{\oddsidemargin}{2.5cm} \setlength{\textheight}{24cm} \setlength{\topmargin}{2.5cm} \setlength{\headheight}{0.5cm} \setlength{\headsep}{0.5cm} \usepackage[latin1]{inputenc} \makeatletter \makeatletter \count@=\the\catcode`\_ \catcode`\_=8 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\providecommand{\Epsilon}{\textrm{E}} \providecommand{\Zeta}{\textrm{Z}} \providecommand{\Rho}{\textrm{R}} \begin{document} \pagestyle{empty}\thispagestyle{empty}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength hsize=\the\hsize}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength vsize=\the\vsize}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength hoffset=\the\hoffset}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength voffset=\the\voffset}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength topmargin=\the\topmargin}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength topskip=\the\topskip}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength headheight=\the\headheight}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength headsep=\the\headsep}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength parskip=\the\parskip}\lthtmltypeout{}% \lthtmltypeout{latex2htmlLength oddsidemargin=\the\oddsidemargin}\lthtmltypeout{}% \makeatletter \if@twoside\lthtmltypeout{latex2htmlLength evensidemargin=\the\evensidemargin}% \else\lthtmltypeout{latex2htmlLength evensidemargin=\the\oddsidemargin}\fi% \lthtmltypeout{}% \makeatother \setcounter{page}{1} \onecolumn % !!! IMAGES START HERE !!! {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3226}% $ {\cal N}(\ensuremath \boldsymbol {\mu }_{\text {/i/}},\ensuremath \boldsymbol {\Sigma }_{\text {/i/}})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3228}% $ {\cal N}(\ensuremath \boldsymbol {\mu }_{\text {/e/}},\ensuremath \boldsymbol {\Sigma }_{\text {/e/}})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3230}% $ {\cal N}(\ensuremath \boldsymbol {\mu }_{\text {/i/}},\ensuremath \boldsymbol {\Sigma }_{\text {/e/}})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3236}% $ K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{section} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3247}% $ d$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3249}% $ \ensuremath\mathbf{x}\circlearrowleft {\cal N}(\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3251}% $ \ensuremath\mathbf{x}\in \ensuremath\mathbb{R}^d$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3253}% $\displaystyle g_{(\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma})}(\ensuremath\mathbf{x}) = \frac{1}{\sqrt{2\pi}^d \sqrt{\det\left(\ensuremath\boldsymbol{\Sigma}\right)}} \, e^{-\frac{1}{2} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})^{\mathsf T} \ensuremath\boldsymbol{\Sigma}^{-1} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})}$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3255}% $ \ensuremath\boldsymbol{\mu}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3257}% $ \ensuremath\boldsymbol{\Sigma}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3265}% $ \mu_i = E(x_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3267}% $ E(x)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3269}% $ x$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3271}% $ c_{ii}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3273}% $ c_{ij}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3277}% $ d\times d$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3279}% $\displaystyle \ensuremath\boldsymbol{\Sigma}= \left[ \begin{array}{*{4}{c}} c_{11} & c_{12} & \cdots & c_{1n} \\ c_{21} & c_{22} & \cdots & c_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ c_{n1} & c_{n2} & \cdots & c_{nn} \\ \end{array} \right]$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3283}% $ x_i$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3285}% $ x_j$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3287}% $ \ensuremath\mathbf{x}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3289}% $\displaystyle c_{ij} = E\left((x_i-\mu_i)^{\mathsf T}\,(x_j-\mu_j)\right).$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3295}% $ i\ne j$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3297}% $ c_{ij} = 0$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3301}% $ \sqrt{\ensuremath\boldsymbol{\Sigma}}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3305}% $ \ensuremath\mathbf{x}\circlearrowleft {\cal N}(\mathbf{0},\mathbf{I})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3309}% $ \mathbf{I}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3311}% $ \mathbf{y} = \ensuremath\boldsymbol{\mu}+ \sqrt{\ensuremath\boldsymbol{\Sigma}}\,\ensuremath\mathbf{x}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3313}% $ \mathbf{y} \circlearrowleft {\cal N}(\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3316}% $ X$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3318}% $ N$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3320}% $ X=\{\ensuremath\mathbf{x}_1, \ensuremath\mathbf{x}_2,\ldots,\ensuremath\mathbf{x}_N\}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3322}% $ N=10000$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3324}% $\displaystyle \ensuremath\boldsymbol{\mu}= \left[ \begin{array}{c} 730 \\1090 \end{array} \right] $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3326}% $ X_1$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3328}% $\displaystyle \ensuremath\boldsymbol{\Sigma}_1 = \left[ \begin{array}{cc} 8000 & 0 \\ 0 & 8000 \end{array} \right] $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3330}% $ X_2$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3332}% $\displaystyle \ensuremath\boldsymbol{\Sigma}_2 = \left[ \begin{array}{cc} 8000 & 0 \\ 0 & 18500 \end{array} \right] $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3334}% $ X_3$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3336}% $\displaystyle \ensuremath\boldsymbol{\Sigma}_3 = \left[ \begin{array}{cc} 8000 & 8400 \\ 8400 & 18500 \end{array} \right] $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3339}% $ \ensuremath\boldsymbol{\Sigma}_2$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3341}% $ \ensuremath\boldsymbol{\Sigma}_3$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3343}% $ \circlearrowleft$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3360}% $ \Box$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3362}% $ \ensuremath\mathbf{x}_i$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3384}% $ c_{ij} = c_{ji}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3388}% $ \ensuremath\mathbf{x}^{\mathsf T}\ensuremath\boldsymbol{\Sigma}\, \ensuremath\mathbf{x}\ge 0$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3403}% $ \displaystyle \hat{\ensuremath\boldsymbol{\mu}} = \frac{1}{N} \sum_{i=1}^{N} \ensuremath\mathbf{x}_i$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3405}% $ \displaystyle \hat{\ensuremath\boldsymbol{\Sigma}} = \frac{1}{N-1} \; \sum_{i=1}^{N} (\ensuremath\mathbf{x}_i-\ensuremath\boldsymbol{\mu})^{\mathsf T}(\ensuremath\mathbf{x}_i-\ensuremath\boldsymbol{\mu}) $% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3410}% $ {\cal N}(\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma}_3)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3412}% $ \hat{\ensuremath\boldsymbol{\mu}}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3414}% $ \hat{\ensuremath\boldsymbol{\Sigma}}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3416}% $ \hat{\ensuremath\boldsymbol{\mu}}_{(10000)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3418}% $ \hat{\ensuremath\boldsymbol{\Sigma}}_{(10000)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3420}% $ \hat{\ensuremath\boldsymbol{\mu}}_{(1000)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3422}% $ \hat{\ensuremath\boldsymbol{\Sigma}}_{(1000)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3424}% $ \hat{\ensuremath\boldsymbol{\mu}}_{(100)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3426}% $ \hat{\ensuremath\boldsymbol{\Sigma}}_{(100)} =$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3436}% $ \|\mathbf{A}-\mathbf{B}\|_2$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3438}% $ \mathbf{A}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3440}% $ \mathbf{B}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} \stepcounter{subsubsection} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3466}% $ \ensuremath\boldsymbol{\Theta}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3473}% $ p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3475}% $ \ensuremath\boldsymbol{\Theta}= (\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3479}% $\displaystyle p(X|\ensuremath\boldsymbol{\Theta}) = \prod_{i=1}^{N} p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\Theta}) = \prod_{i=1}^{N} p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma}) = \prod_{i=1}^{N} g_{(\ensuremath\boldsymbol{\mu},\ensuremath\boldsymbol{\Sigma})}(\ensuremath\mathbf{x}_i)$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3482}% $\displaystyle p(X|\ensuremath\boldsymbol{\Theta}) = \prod_{i=1}^{N} p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\Theta}) \quad \Leftrightarrow \quad \log p(X|\ensuremath\boldsymbol{\Theta}) = \log \prod_{i=1}^{N} p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\Theta}) = \sum_{i=1}^{N} \log p(\ensuremath\mathbf{x}_i|\ensuremath\boldsymbol{\Theta}) $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3485}% $\displaystyle p(\ensuremath\mathbf{x}|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3487}% $\displaystyle =$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3489}% $\displaystyle \frac{1}{\sqrt{2\pi}^d \sqrt{\det\left(\ensuremath\boldsymbol{\Sigma}\right)}} \, e^{-\frac{1}{2} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})^{\mathsf T}\ensuremath\boldsymbol{\Sigma}^{-1} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})}$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3491}% $\displaystyle \log p(\ensuremath\mathbf{x}|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3495}% $\displaystyle \frac{1}{2} \left[-d \log \left( 2\pi \right) - \log \left( \det\left(\ensuremath\boldsymbol{\Sigma}\right) \right) - (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})^{\mathsf T}\ensuremath\boldsymbol{\Sigma}^{-1} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})\right]$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3497}% $ \log(x)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3499}% $\displaystyle p(x|\ensuremath\boldsymbol{\Theta}_1) > p(x|\ensuremath\boldsymbol{\Theta}_2) \quad \Leftrightarrow \quad \log p(x|\ensuremath\boldsymbol{\Theta}_1) > \log p(x|\ensuremath\boldsymbol{\Theta}_2), $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3509}% $ \frac{1}{2} \left[\ldots\right]$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3513}% $ d\log \left( 2\pi \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3517}% $ \log \left( \det\left(\ensuremath\boldsymbol{\Sigma}\right) \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3521}% $ (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})^{\mathsf T}\ensuremath\boldsymbol{\Sigma}^{-1} (\ensuremath\mathbf{x}-\ensuremath\boldsymbol{\mu})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3547}% $ \ensuremath\boldsymbol{\Theta}_i = (\ensuremath\boldsymbol{\mu}_i,\ensuremath\boldsymbol{\Sigma}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3549}% $ {\cal N}_1: \; \ensuremath\boldsymbol{\Theta}_1 = \left( \left[\begin{array}{c}730 \\1090\end{array}\right], \left[\begin{array}{cc}8000 & 0 \\0 & 8000\end{array}\right] \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3551}% $ {\cal N}_2: \; \ensuremath\boldsymbol{\Theta}_2 = \left( \left[\begin{array}{c}730 \\1090\end{array}\right], \left[\begin{array}{cc}8000 & 0 \\0 & 18500\end{array}\right] \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3553}% $ {\cal N}_3: \; \ensuremath\boldsymbol{\Theta}_3 = \left( \left[\begin{array}{c}730 \\1090\end{array}\right], \left[\begin{array}{cc}8000 & 8400 \\8400 & 18500\end{array}\right] \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3555}% $ {\cal N}_4: \; \ensuremath\boldsymbol{\Theta}_4 = \left( \left[\begin{array}{c}270 \\1690\end{array}\right], \left[\begin{array}{cc}8000 & 8400 \\8400 & 18500\end{array}\right] \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3565}% $\displaystyle \log p(X_3|\ensuremath\boldsymbol{\Theta}_1),\; \log p(X_3|\ensuremath\boldsymbol{\Theta}_2),\; \log p(X_3|\ensuremath\boldsymbol{\Theta}_3),\;$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3566}% $\displaystyle \; \log p(X_3|\ensuremath\boldsymbol{\Theta}_4). $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3569}% $ {\cal N}_1$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3571}% $ {\cal N}_2$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3573}% $ {\cal N}_3$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3575}% $ {\cal N}_4$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{section} \stepcounter{subsection} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3593}% $ [F_1,F_2]$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3597}% $ N\times2$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3601}% $ P(q_k)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3603}% $ q_k$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3605}% $ k \in \{$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3606}% $ ,$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3610}% $ \}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} \stepcounter{subsection} \stepcounter{subsubsection} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3624}% $\displaystyle X \in q_k$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3625}% $\displaystyle \quad P(q_k|X,\ensuremath\boldsymbol{\Theta}) \geq P(q_j|X,\ensuremath\boldsymbol{\Theta}), \quad\forall j \neq k $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3635}% $ P(q_k|X,\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3637}% $ P(q_k|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3645}% $\displaystyle P(q_k|X,\ensuremath\boldsymbol{\Theta}) = \frac{p(X|q_k,\ensuremath\boldsymbol{\Theta})\; P(q_k|\ensuremath\boldsymbol{\Theta})}{p(X|\ensuremath\boldsymbol{\Theta})}$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3653}% $ p(X|\ensuremath\boldsymbol{\Theta})=$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3659}% $ p(X|q_k,\ensuremath\boldsymbol{\Theta}) P(q_k|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3661}% $\displaystyle P(q_k|X,\ensuremath\boldsymbol{\Theta}) \propto p(X|q_k,\ensuremath\boldsymbol{\Theta})\; P(q_k|\ensuremath\boldsymbol{\Theta}), \quad \forall k $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3663}% $ \log$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3665}% $\displaystyle \log P(q_k|X,\ensuremath\boldsymbol{\Theta}) \propto \log p(X|q_k,\ensuremath\boldsymbol{\Theta}) + \log P(q_k|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3669}% $ \ensuremath\boldsymbol{\mu}_k$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3671}% $ \ensuremath\boldsymbol{\Sigma}_k$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3677}% $ ,/u/\}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3679}% $ p(X|q_k,\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3681}% $ \log p(X|q_k,\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3689}% $ (\ensuremath\boldsymbol{\mu}_k,\ensuremath\boldsymbol{\Sigma}_k)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3712}% $ p(X|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3720}% $ \ensuremath\mathbf{x}_i=[F_1,F_2]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3722}% $ f_k(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3726}% $ f_k(\ensuremath\mathbf{x}_i) = \log p(\ensuremath\mathbf{x}_i|q_k,\ensuremath\boldsymbol{\Theta}) + \log P(q_k|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \renewcommand{\arraystretch}{1.5} \setlength{\tabcolsep}{0.12in}% \setlength{\tabcolsep}{0.12in} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3734}% $ f_{\text{/a/}}(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3736}% $ f_{\text{/e/}}(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3738}% $ f_{\text{/i/}}(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3740}% $ f_{\text{/o/}}(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3742}% $ f_{\text{/y/}}(\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3746}% $ [400,1800]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3748}% $ [400,1000]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3750}% $ [530,1000]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3752}% $ [600,1300]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3754}% $ [670,1300]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3756}% $ [420,2500]^{\mathsf T}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3815}% $ \log p(\ensuremath\mathbf{x}_i|q_k,\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3819}% $ x_1$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3826}% $ d-1$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3833}% $ f_k(\ensuremath\mathbf{x})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3837}% $ k$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3841}% $\displaystyle \ensuremath\mathbf{x}\in q_k \quad \Leftrightarrow \quad f_k(\ensuremath\mathbf{x},\ensuremath\boldsymbol{\Theta}_k) \geq f_l(\ensuremath\mathbf{x},\ensuremath\boldsymbol{\Theta}_l), \quad \forall l \neq k $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3847}% $ P(q_k|\ensuremath\mathbf{x}_i)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3854}% $\displaystyle \ensuremath\mathbf{x}\in q_k$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3856}% $\displaystyle \Leftrightarrow$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3858}% $\displaystyle P(q_k|\ensuremath\mathbf{x}_i) \geq P(q_l|\ensuremath\mathbf{x}_i),\quad \forall l \neq k$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3862}% $\displaystyle p(\ensuremath\mathbf{x}_i|q_k)\; P(q_k) \geq p(\ensuremath\mathbf{x}_i|q_l)\; P(q_l),\quad \forall l \neq k$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3866}% $\displaystyle \log p(\ensuremath\mathbf{x}_i|q_k)+\log P(q_k) \geq \log p(\ensuremath\mathbf{x}_i|q_l)+\log P(q_l),\quad \forall l \neq k$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} {\newpage\clearpage \lthtmlpictureA{tex2html_wrap3871}% \includegraphics[height=0.95\textheight]{iso}% \lthtmlpictureZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3900}% $ \ensuremath\boldsymbol{\Sigma}_{\text{/e/}}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsubsection} \stepcounter{section} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3920}% $ k=1,\ldots,K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3922}% $ \ensuremath\mathbf{x}_n$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3924}% $ n=1,\ldots,N$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3926}% $ k^{\text{th}}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3929}% $\displaystyle d_k(\ensuremath\mathbf{x}_n)$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3933}% $\displaystyle \, \left\| \ensuremath\mathbf{x}_n - \ensuremath\boldsymbol{\mu}_k \right\|^2$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3937}% $\displaystyle (\ensuremath\mathbf{x}_n-\ensuremath\boldsymbol{\mu}_k)^{\mathsf T}(\ensuremath\mathbf{x}_n-\ensuremath\boldsymbol{\mu}_k)$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3947}% $\displaystyle d_k(\ensuremath\mathbf{x}_n) \, < \, d_l(\ensuremath\mathbf{x}_n), \qquad \forall l \neq k $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3949}% $\displaystyle J = \sum_{k=1}^{K} \sum_{\ensuremath\mathbf{x}_n \in q_k} d_k(\ensuremath\mathbf{x}_n) $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3954}% $ \{\ensuremath\boldsymbol{\mu}_{\text{/a/}}, \ensuremath\boldsymbol{\mu}_{\text{/e/}}, \ensuremath\boldsymbol{\mu}_{\text{/i/}}, \ensuremath\boldsymbol{\mu}_{\text{/o/}}, \ensuremath\boldsymbol{\mu}_{\text{/y/}}\}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3956}% $ 2\times$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3964}% $ {\cal N}(\ensuremath\boldsymbol{\mu}_{k},\ensuremath\boldsymbol{\Sigma}_{k}), \; k=1\ldots K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3972}% $ k=1\ldots K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3976}% $ 1/K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3978}% $ Q$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3986}% $ p(X,Q|\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline3994}% $ i$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3996}% $\displaystyle \ensuremath\boldsymbol{\mu}_{k}^{(i+1)} =$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3997}% $\displaystyle q_k^{(i)} $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay3999}% $\displaystyle \ensuremath\boldsymbol{\Sigma}_{k}^{(i+1)} =$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4002}% $\displaystyle P(q_k^{(i+1)}|\ensuremath\boldsymbol{\Theta}^{(i+1)}) = \frac{\mbox{number of training points belonging to } q_k^{(i)} }{\mbox{total number of training points}} $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4005}% $\displaystyle {\cal L}(\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4009}% $\displaystyle \sum_{X} P(X|\ensuremath\boldsymbol{\Theta}) \;=\; \sum_{Q} \sum_{X} p(X,Q|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4013}% $\displaystyle \sum_{k=1}^{K} \sum_{\ensuremath\mathbf{x}_n \in q_k} \log p(\ensuremath\mathbf{x}_n|\ensuremath\boldsymbol{\Theta}_k),$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4020}% $ \{\ensuremath\boldsymbol{\Sigma}_{\text{/a/}}, \ensuremath\boldsymbol{\Sigma}_{\text{/e/}}, \ensuremath\boldsymbol{\Sigma}_{\text{/i/}}, \ensuremath\boldsymbol{\Sigma}_{\text{/o/}}, \ensuremath\boldsymbol{\Sigma}_{\text{/y/}}\}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4022}% $ [P_{\text{/a/}},P_{\text{/e/}},P_{\text{/i/}},P_{\text{/o/}},P_{\text{/y/}}]$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \stepcounter{subsection} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4030}% $ P(q_k) = 1/K$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4032}% $ P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4036}% $ q_k^{(i)}$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4039}% $\displaystyle P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4043}% $\displaystyle \frac{P(q_k^{(i)}|\ensuremath\boldsymbol{\Theta}^{(i)}) \cdot p(\ensuremath\mathbf{x}_n|q_k^{(i)},\ensuremath\boldsymbol{\Theta}^{(i)})} {p(\ensuremath\mathbf{x}_n|\ensuremath\boldsymbol{\Theta}^{(i)})}$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4047}% $\displaystyle \frac{P(q_k^{(i)}|\ensuremath\boldsymbol{\Theta}^{(i)}) \cdot p(\ensuremath\mathbf{x}_n|\ensuremath\boldsymbol{\mu}_k^{(i)},\ensuremath\boldsymbol{\Sigma}_k^{(i)}) } {\sum_j P(q_j^{(i)}|\ensuremath\boldsymbol{\Theta}^{(i)}) \cdot p(\ensuremath\mathbf{x}_n|\ensuremath\boldsymbol{\mu}_j^{(i)},\ensuremath\boldsymbol{\Sigma}_j^{(i)}) }$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4051}% $ [0,1]$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4057}% $\displaystyle \ensuremath\boldsymbol{\mu}_{k}^{(i+1)} = \frac{\sum_{n=1}^{N} \ensuremath\mathbf{x}_n P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})} {\sum_{n=1}^{N} P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})} $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4059}% $\displaystyle \ensuremath\boldsymbol{\Sigma}_{k}^{(i+1)} = \frac{\sum_{n=1}^{N} P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})\; (\ensuremath\mathbf{x}_n - \ensuremath\boldsymbol{\mu}_k^{(i+1)})(\ensuremath\mathbf{x}_n - \ensuremath\boldsymbol{\mu}_k^{(i+1)})^{\mathsf T}} {\sum_{n=1}^{N} P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)})} $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4061}% $\displaystyle P(q_k^{(i+1)}|\ensuremath\boldsymbol{\Theta}^{(i+1)}) = \frac{1}{N} \sum_{n=1}^{N} P(q_k^{(i)}|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}^{(i)}) $% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4064}% $\displaystyle {\cal L}(\ensuremath\boldsymbol{\Theta}) = \log p(X|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4065}% $\displaystyle = \log \sum_Q p(X,Q|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4066}% $\displaystyle = \log \sum_Q P(Q|X,\ensuremath\boldsymbol{\Theta})p(X|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4067}% $\displaystyle = \log \sum_{k=1}^{K} P(q_k|X,\ensuremath\boldsymbol{\Theta}) p(X|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4069}% $ \left( \log \sum_j \lambda_j y_j \geq \sum_j \lambda_j \log y_j \mbox{ if } \sum_j \lambda_j = 1 \right)$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4070}% $\displaystyle {\cal L}(\ensuremath\boldsymbol{\Theta}) \ge J(\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4071}% $\displaystyle = \sum_{k=1}^{K} P(q_k|X,\ensuremath\boldsymbol{\Theta}) \log p(X|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_indisplay4072}% $\displaystyle = \sum_{k=1}^{K} \sum_{n=1}^{N} P(q_k|\ensuremath\mathbf{x}_n,\ensuremath\boldsymbol{\Theta}) \log p(\ensuremath\mathbf{x}_n|\ensuremath\boldsymbol{\Theta})$% \lthtmlindisplaymathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4074}% $ J(\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} {\newpage\clearpage \lthtmlinlinemathA{tex2html_wrap_inline4076}% $ {\cal L}(\ensuremath\boldsymbol{\Theta})$% \lthtmlinlinemathZ \lthtmlcheckvsize\clearpage} \end{document}