I have a data set which are a mixture of K different Gaussian components. They consist of input data $X \in R{mxN}$ and $Y \in R{nxN}$. I have to find the regression coefficient (M) for each components, where Y = M * X + E, E is the noise part. Also I have to calculate variance of E. I googled that but no success! I am strongly looking for some helps or references.
[link] [3 comments]