MATLAB Answers


AIC in a Gaussian Mixture Regression

Asked by Joaquim on 29 Apr 2017
Hello everybody, I am trying to fit a gaussian mixture model to a set of predictor variables. I'm not using the built-in functions of matlab. I have six predictor variables to one response value. Each predictor variable is described by 100 observations I want to determine the number of Guassians (clusters) to fit the model. My script uses first an initialization using K-means and then the EM algorithm to calculate the model parameters ( means, covariance and mixing proportions).
How can I calculate the AIC to determine the numbers of Gaussians that bettwer fit my model?


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