Toy Gaussian Mixture Estimation with EM Algorithm

This terms quite often in computer vision related research papers. I am going to toyify it (a core simple explanation). All the code snippets are to be found along with the post. This is roughly a summarization of an excellent youtube-mini-series by Victor Lavrenko. The code snippets are my works. Preliminaries To understand this, you … Continue reading Toy Gaussian Mixture Estimation with EM Algorithm

Generating randoms from a specified CDF

This post deals with generating random numbers given a CDF (Cumulative distribution function). CDF may be specified as an analytical function or as a table of values. We also assume that we have a source of pseudo-random uniformly distributed numbers. Probability Integral Transform At the core of this issue is the 'Probability Integral Transform'.  It states that, … Continue reading Generating randoms from a specified CDF