How to calculate posterior probability?
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I have a struct that has the mu, Sigma and weightage of each components. How to calculate the posterior probability for each of the Gaussian components? Any algorithms?
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Tom Lane
am 9 Feb. 2015
Try "help gmdistribution/gmdistribution" for a function that can create an object representing this mixture distribution. There is a pdf method you can use to get the posterior.
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