Probability distribution function of the value of the Gaussian mixture fitted on the training set, for each data point. The log₂-likelihood shown on the horizontal axis can be interpreted as the number of bits (to within a constant value) required to encode each point of the sample. The blue, orange, green, and pink colors show the distributions for the training set, the test set, a set of points uniformly drawn in the same multi-dimensional space, and a set of points randomly drawn in the Gaussian Mixture, respectively. The vertical lines show the associated means of the negative log₂ -likelihood. Bottom panel: zoom of the top one.