Figure 4.
Visualization of BSFA performance on toy data described in § 3.1.1. (A) Data samples and 5 Gaussian cluster centers. Each Gaussian cluster (latent state) is shown in a unique color. (B) Gaussian ellipses after learning given by the mean and covariance computed from the model. (C) The lower bound values (model evidence) during learning at each iteration. (D) The occupancy rate of each state. (E) True temporal evolution of states in data generation. (F) Estimated temporal evolution of the latent states computed using the Viterbi algorithm.