Class GmmModel

java.lang.Object
com.knezevic.edaf.v3.models.continuous.GmmModel
All Implemented Interfaces:
Model<RealVector>

public final class GmmModel extends Object implements Model<RealVector>
Diagonal-covariance Gaussian Mixture Model (GMM) with EM fitting.

The model estimates:

   p(x) = Σ_k π_k N(x | μ_k, diag(σ_k²))
 
by alternating expectation/maximization steps for a fixed number of iterations. Sampling first draws a component index from π and then samples each dimension from its corresponding diagonal Gaussian.