Implementing EM for Gaussian mixtures

完成任务时遇到的相关知识点：

http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.multivariate_normal.html

服从多元正态分布的随机样本

参数：

均值mean

方差cov

 

http://docs.scipy.org/doc/numpy/reference/generated/numpy.vstack.html

堆叠

 

http://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.inv.html

np.linalg.inv求逆

 

http://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.stats.multivariate_normal.html

scipy.stats.multivariate_normal