[Math] component and dimension in Gaussian mixture model

probability distributionsstatisticsterminology

What is the relation between a dimension and a component in a Gaussian Mixture Model? And what is the meaning of dimension and component? Thank you.

Please correct me if I'm wrong: my understanding is the observed data have many dimensions. Each dimension represents a feature/aspect of the collected data and has its own Gaussian distribution. I don't know where "component" fits into this picture and what it means.

Best Answer

The dimension is simply the dimension of the data. If each data point is simply a scalar, the dimension is 1, if each sample is of the form $(x,y)$, the dimension is 2. The components are the number of independent Gaussians it is a mixture of. The dimension and number of components are not related to each other.

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