Correction to Mixtures of Gaussian
Friday, December 21st, 2007Thanks to Professor Ralf Östermark, Åbo Akademi University, we have become aware of an error in the derivative of Mixtures of Gaussian in section 8.4.2 (version sep 2007). The derivative of the density with respect to the mean vector, should not have a minus sign, and the correct formula are:
It is equation (315) in the image above which have been corrected (above formula is correct).
We apologize for the inconvenience and will of course make sure the error will be corrected in the next updated version of “The Matrix Cookbook”.