Schatting gegeven de waarschijnlijkheden

Parameters schatten voor mixture models is niet eenvoudig. Maar als je de waarschijnlijkheden hebt voor het behoren tot elk cluster, zijn de schattingen van de gemiddelden en de verhoudingen van de clusters een stuk makkelijker.

In deze oefening gebruik je een gegevensset die is gemaakt met twee Gaussiaanse verdelingen, gaussian_sample_with_probs. In de oorspronkelijke vorm heeft die alleen de kolom x, maar hier krijg je ook de waarschijnlijkheden voor elk cluster (prob_cluster1 en prob_cluster2). Het doel is om de parameters te schatten en vervolgens de geschatte mix te visualiseren.

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Mixture Models in R

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# Estimation of the means
___ <- ___ %>% 
  summarise(mean_cluster1= sum(___*prob_cluster1)/sum(prob_cluster1),
            mean_cluster2 = sum(x*___)/sum(___))
means_estimates

# Estimation of the proportions
props_estimates <- ___ %>% 
  summarise(props_cluster1 = ___(prob_cluster1),
            props_cluster2 = 1 - ___)
props_estimates

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Deze oefening maakt deel uit van de cursus

Mixture Models in R

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In this chapter, you will be introduced to fundamental concepts in model-based clustering and how this approach differs from other clustering techniques. You will learn the generating process of Gaussian Mixture Models as well as how to visualize the clusters.

Exercise 1: Introduction to model-based clustering Exercise 2: Clustering approaches Exercise 3: Explore gender data Exercise 4: Gaussian distribution Exercise 5: Sampling a Gaussian distribution Exercise 6: (not so good) Estimations of the mean and sd Exercise 7: Gaussian mixture models (GMM)Exercise 8: Simulate a mixture of two Gaussian distributions Exercise 9: Plot histogram of Gaussian Mixture Exercise 10: Mixture of three Gaussian distributions

In this chapter, you will be introduced to the main structure of Mixture Models, how to address different data with this approach and how to estimate the parameters involved. To accomplish the estimation, you will learn an iterative method called Expectation-Maximization algorithm.

Exercise 1: Structuur van mengmodellen Exercise 2: Welke kansverdeling?Exercise 3: Gegevensset met handgeschreven cijfers Exercise 4: Schatting van parameters Exercise 5: Schatting gegeven de waarschijnlijkheden

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Exercise 6: De kansen berekenen Exercise 7: EM-algoritme Exercise 8: Expectation-functie Exercise 9: Maximization-functie Exercise 10: Pas de twee stappen toe Exercise 11: Plot de geschatte clusters

This chapter shows how to fit Gaussian Mixture Models in 1 and 2 dimensions with `flexmix` package. The data used is formed by 10.000 observations of people with their weight, height, body mass index and informed gender.

Exercise 1: Univariate Gaussian Mixture Models Exercise 2: Number of clusters Exercise 3: Number of parameters Exercise 4: Univariate Gaussian Mixture Models with flexmix Exercise 5: Univariate case with flexmix Exercise 6: Extracting Parameters for Univariate Case Exercise 7: Visualizing Univariate Gaussian Mixture Model Exercise 8: Compare the results Exercise 9: Bivariate Gaussian Mixture Models Exercise 10: Cross-term from covariance matrix Exercise 11: Parameters in the bivariate case Exercise 12: Bivariate Gaussian Mixture Models with flexmix Exercise 13: Fit the model with cross-terms Exercise 14: Get the components Exercise 15: Create the ellipses Exercise 16: Visualize the clusters

In this module, you will learn how Mixture Models extends to consider probability distributions different from the Gaussian and how these models are fitted with `flexmix`. The datasets used are handwritten digits images and the number of crimes in Chicago city. For the first dataset you will find clusters that summarize the handwritten digits and for the second dataset, you will find clusters of communities where is more or less dangerous to live in.

Exercise 1: Bernoulli Mixture Models Exercise 2: Binary images Exercise 3: How many values?Exercise 4: Bernoulli Mixture Models with flexmix Exercise 5: Handwritten digits with `flexmix`Exercise 6: Poisson Mixture Models Exercise 7: Discover the lambda Exercise 8: Sample from Poisson distribution Exercise 9: Poisson Mixture Models with flexmix Exercise 10: Crimes data with `flexmix`