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From Gilles Sadowski <>
Subject Re: [Math] MATH-816 (mixture model distribution)
Date Thu, 18 Oct 2012 08:41:07 GMT
On Wed, Oct 17, 2012 at 10:26:55PM -0700, Phil Steitz wrote:
> On 10/17/12 8:36 PM, Becksfort, Jared wrote:
> > I see.  I am planning to submit the EM fit for multivariate normal mixture models
in the next couple of weeks (Math-817).  A Gibbs sampling DP fit may be a bit further out.
  I am not opposed to allowing the number of components to change, but I also like the simplicity
of this class.  Whatever you guys decide is probably fine.
> I like the interface as implemented for what it represents,

By "interface", do you mean the class
as implemented in the file on the JIRA page?

> but I
> agree with Ted's point above.  I also wonder if implementing the
> multivariate distribution interface is really buying you anything. 
> Certainly not for the Gibbs sampler.  It might be better to just
> directly implement EM with an interface that is natural for fitting
> and using mixture models.   I am not sure this stuff belongs in the
> distribution package in any case.

As implemented, it seems quite natural.
How this class will be used by non-existing code is beyond the scope of
[And when the code exists, we can always revisit the design if necessary.]

>  Where were we intending to place
> the EM fit?

Not in distribution; I agree.

>  Can you describe a little more how exactly the
> practical use cases you have in mind will work? 

This will probably be for a new JIRA feature request.


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