A probability model that describes data as several bell-shaped groups mixed together.
GMM is like sorting laundry after a sleepover. One basket looks messy, but each kid has a usual size.
It helps find hidden groups in mixed data. It also estimates density and spots odd cases.
EM
GMM often uses EM to guess group chances and update the curve settings.
Unsupervised Learning
GMM is a classic unsupervised method for finding hidden clusters.
HMM
An HMM can use GMM to model continuous outputs from each state.
Generative Model
GMM learns how data is made, then uses that model for clustering or decisions.