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2004 Jun 07
2
MCLUST Covariance Parameterization.
...istribution, volume, shape, and orientation mean in the context of Sigma_k?
What do the distribution, volume, shape, and orientation mean for a Sigma_k=sigma^2*I where I is a p by p covariance matrix, sigma^2 is the constant variance and Sigma_1=Sigma_2=…=Sigma_G. What about when a Sigma_k=sigma^2_k*I, or when Sigma_1=Sigma_2=…=Sigma_G in situations where each element of the (constant across class) covariance matrix is different?
I would say I have a pretty good understanding of finite mixture modeling, but nothing I've read (expect the works cited in the 2002 JASA paper) talks about para...