How can I write GMM (Gaussian Mixture Model) in Java?

Question

How can I write a GMM (Gaussian mixture model) in Java? There are some implementations in MATLAB, but I am looking for some documentation about it and example code in Java.

PS: If it is possible, how can I adopt the Weka implementation in my code?

PS 2: I found http://www.lix.polytechnique.fr/~nielsen/MEF/ Where is the source code of GMM inside it so I can adopt it at my code?

PS 3: Other code found is: http://www.dii.unisi.it/~freno/JProGraM.html, but it still has the problem how to adopt it. I should give the List of my input and get all the classified elements list from the algorithm.

Answer 1

Weka is Java data mining software that can do GMMs. It also has a nice GUI where you can do some preliminary modeling before doing everything in Java.

Answer 2

I'm the author of jMEF :) jMEF will allow you to create, process and manage mixtures of exponential families including of course GMMs. You basically have to create a mixture model based on the Gaussian distribution. I've written a bunch of tutorials to help understanding how to use it properly. It's pretty straightforward. The good thing is that you can estimate your mixture from samples using the EM algorithm.