How to calculate covariance of Expectation Maximization Clustering?

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Muhammad Ali

Related to your query, I suggest you follow https://www.jmlr.org/papers/volume6/banerjee05a/banerjee05a.pdf and https://arxiv.org/pdf/1605.00316.pdf

David Eugene Booth

If X is your data matrix then inv(X'X) is the covariance matrix. X' is the transpose of X.. Best wishes, David Booth

Shafagat Mahmudova

Dear Tariq Sm ,

Look the link, maybe helpful for you.

https://courses.cs.washington.edu/courses/cse446/16sp/week_8_clustering_2.pdf

Regards,

Shafagat