Ancillary Materials

Thumbnail: Expectation–maximization algorithm clustering of Old Faithful eruption data. The random initial model (which, due to the different scales of the axes, appears to be two very flat and wide spheres) is fit to the observed data. In the first iterations, the model changes substantially, but then converges to the two modes of the geyser. Image used with permission (CC BY-SA 3.0 Unported; Chire via Wikimedia).