GMM responsibilities and M-step

Problem

Two GMM components have weights (0.25,0.75)(0.25,0.75) and densities at xx of (0.6,0.2)(0.6,0.2). Compute the responsibilities. Then, observations (0,10)(0,10) have responsibility rows (0.5,0.5)(0.5,0.5) and (0.8,0.2)(0.8,0.2). Compute the updated weights and means.

Reveal answer or reference solution

The unnormalized values are (0.15,0.15)(0.15,0.15), so the responsibilities are (0.5,0.5)(0.5,0.5). The effective counts over the two observations are (1.3,0.7)(1.3,0.7), giving weights (0.65,0.35)(0.65,0.35). The means are

0.5(0)+0.8(10)1.3=8013and0.5(0)+0.2(10)0.7=207.\frac{0.5(0)+0.8(10)}{1.3}=\frac{80}{13}\qquad\text{and}\qquad \frac{0.5(0)+0.2(10)}{0.7}=\frac{20}{7}.
Outcome

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