Mixture model

A mixture model represents a population distribution as a weighted combination of component distributions.

Table of contents
- Finite mixture model Mixture model
  - Mixture weight Finite mixture model
- Dirichlet process mixture model Mixture model

Finite mixture model

A finite mixture model draws each observation from one of finitely many component distributions according to a categorical latent label.

Mixture weight ( $π_{k}$ )

A mixture weight is the probability assigned to one component of a mixture model; all mixture weights are nonnegative and sum to one.

Dirichlet process mixture model

A Dirichlet process mixture model uses a Dirichlet process as a random mixing distribution, allowing the number of occupied mixture components to be inferred from the data.

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