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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-816) Multivariate Normal Mixture Models
Date Tue, 16 Oct 2012 22:51:03 GMT

    [ https://issues.apache.org/jira/browse/MATH-816?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13477429#comment-13477429
] 

Gilles commented on MATH-816:
-----------------------------

bq. [...] possible to have a mixture model where each component is a different type of distribution
[...]

No, all components must be of the same type. The class is generic in the sense that one instance
can be a mixture of Gaussian distributions and another instance can be a mixture of Chi2 distributions.
But the same instance cannot mix Gaussian and Chi2 distributions.

bq. [...] if two components of the mixture model have equal parameters, the drawn samples
will not repeat, correct?

I guess that having the same sequence for all the components might create an unwanted correlation
between the samples even when the values are different. (I don't know how to test that.)

bq. [...] it fails the sampling test now.

Yes.
Since I had to change the unit test class too, I propose to commit both files (with the new
version of the "reseed" method commented out), and then you can provide a patch with the updated
sampling test (and the new version of "reseed" activated).

Is that OK?

                
> Multivariate Normal Mixture Models
> ----------------------------------
>
>                 Key: MATH-816
>                 URL: https://issues.apache.org/jira/browse/MATH-816
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Jared Becksfort
>            Priority: Minor
>         Attachments: MixtureMultivariateRealDistribution.java, MultivariateNormalMixtureModelDistribution.java,
MultivariateNormalMixtureModelDistributionTest.java
>
>   Original Estimate: 1m
>  Remaining Estimate: 1m
>
> I will submit a class for Multivariate Normal Mixture Models.  Not sure it will allow
sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions, multivariate
normal mixture models, and an expectation maximization fitting class for the mixture model.
 I would like to submit it to Apache Commons Math.  I still have some touching up to do so
that they fit the style guidelines and implement the correct interfaces.  Before I do so,
I thought I would at least ask if the developers of the project are interested in me submitting
them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also include unit
tests (refer to the current ones for examples). The best would be to split a submission up
into multiple minor ones, each covering a natural submission (e.g. multivariate Normal distribution
in one submission), and create an issue as described at http://commons.apache.org/math/issue-tracking.html
.
> If you run into any problems, please do not hesitate to ask on this mailing list.
> Cheers, Mikkel.

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