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Label some equations and add P(X)
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TheReconPilot committed Apr 14, 2022
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Expand Up @@ -77,9 +77,10 @@ Intuitively, the marginal distribution over $\boldsymbol z$ should represent the

Because $\boldsymbol z$ uses a 1-of-K representation, we can write this distribution in the form:

$$
```{math}
:label: P(z)
P(\boldsymbol z) = \prod_{k=1}^{K} \pi_k^{z_k}
$$
```

Similarly, the conditional distribution of $\boldsymbol x$ given a particular value for $\boldsymbol z$ is a Gaussian:

Expand All @@ -89,9 +90,10 @@ $$

which can be written in the form

$$
```{math}
:label: P(x|z)
P(\boldsymbol x | \boldsymbol z) = \prod_{k = 1}^{K} \mathcal{N}(\boldsymbol x | \boldsymbol \mu_k, \boldsymbol \Sigma_k)^{z_k}
$$
```

This works because only one $z_k = 1$ at a time, and the rest are 0.

Expand All @@ -103,6 +105,13 @@ $$

For each data point / observation $\boldsymbol x_n$, there is a corresponding latent variable $\boldsymbol z_n$. We have obtained the same formulation of a Gaussian Mixture Model as Equation {eq}`mixture-dist`, this time involving a latent variable.

And so, for the complete observation set $\boldsymbol X$, we have:

```{math}
:label: P(X)
P(\boldsymbol X) = \prod_{n=1}^{N} \sum_{k = 1}^{K} \pi_k\ \mathcal{N} (\boldsymbol x_n | \boldsymbol \mu_k, \boldsymbol \Sigma_k)
```

### Responsibilites

The quantity $P(z_k = 1 | \boldsymbol x)$, which was the probability that the observation $\boldsymbol x$ belongs to cluster $k$, is also denoted as $\gamma(z_k)$.
Expand All @@ -120,4 +129,5 @@ This quantity is also called the **responsibility** that cluster/gaussian/compon
## References

```{bibliography}
:filter: docname in docnames
```

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