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Bayesiansk Gaussisk Blandingsmodell

Den Bayesianske Gaussiske Blandingsmodellen (BGMM) plasserer priordistribusjoner over alle blandingsparametere og infererer deres posteriorer — typisk via Variasjons-Bayes eller Markov Chain Monte Carlo (MCMC) — i stedet for å tilpasse faste punktestimater. Dette gir prinsipiell kvantifisering av usikkerhet, automatisk valg av det effektive antallet komponenter, og motstand mot overtilpasning av små datasett.

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Kilder

  1. Bishop, C. M. (2006). Pattern Recognition and Machine Learning (Ch. 10). Springer. ISBN: 978-0-387-31073-2
  2. Attias, H. (1999). Inferring parameters and structure of latent variable models by variational Bayes. Proceedings of the 15th Conference on Uncertainty in Artificial Intelligence (UAI), 21–30. link

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ScholarGate. (2026, June 3). Bayesian Gaussian Mixture Model (Variational Bayes / MCMC Inference). ScholarGate. https://scholargate.app/no/machine-learning/bayesian-gaussian-mixture-model

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ScholarGateBayesian Gaussian Mixture Model (Bayesian Gaussian Mixture Model (Variational Bayes / MCMC Inference)). Hentet 2026-06-15 fra https://scholargate.app/no/machine-learning/bayesian-gaussian-mixture-model · Datasett: https://doi.org/10.5281/zenodo.20539026