Next, we fit a mixture of MVN distributions to these strongest effects using methods from Bovy et al.35. Bovy et al. describe an EM algorithm for fitting a model similar to eqs. 2 and 3, with the crucial difference that there are no scaling parameters on the covariances: (5)p(bj | π, U)=∑k=1KπkNR(bj;0,Uk).
