nt.</p>
<p>The data points themselves are generated from a multivariate normal
distribution whose parameters are determined by the cluster assignment
<span class="math inline">\(z_n\)</span>,
<span class="math display">\[
y_n \sim  \mathsf{normal}(\mu_{z[n]},\Sigma_{z[n]})
\]</span></p>
<p>The sample implementation in this section assumes a fixed unit
covariance matrix shared by all clusters <span class="math inline">\(k\)</span>,
<span class="math display">\[
\Sigma_k = \mathrm{diag\_matrix}({\bf 1}),
\]</