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Gaussian Mixture Model (GMM)

A Gaussian Mixture Model (GMM) is a statistical tool used to identify and represent groups within data that may have overlapping patterns. Imagine data points originating from several different sources, each with its own typical characteristics. GMM assumes these sources are like overlapping clouds of points, each shaped like a bell curve (Gaussian). It estimates the position, size, and shape of these clouds to best fit the data, effectively uncovering the underlying groups or clusters. This helps in understanding complex data where groups are not clearly separated, making GMM useful for tasks like segmentation and pattern recognition.