Clustering of high-dimensional Gaussian mixtures with the EM algorithm

About

This repo provides Matlab implementation of a method for clustering high-dimensional Gaussian mixture models using the EM algorithm.

How to use

The main function is CHIME.m. The other files are auxiliary functions needed for implementing the main function.

Method

Details of the method are available in our paper. The current code only implements 2-component Gaussian mixture models, but generalization is straightforward.