Posts tagged pymc3.NormalMixture
Marginalized Gaussian Mixture Model
- 18 September 2021
- Category: intermediate
Gaussian mixtures are a flexible class of models for data that exhibits subpopulation heterogeneity. A toy example of such a data set is shown below.
Dirichlet process mixtures for density estimation
- 16 September 2021
- Category: advanced
The Dirichlet process is a flexible probability distribution over the space of distributions. Most generally, a probability distribution, \(P\), on a set \(\Omega\) is a [measure](https://en.wikipedia.org/wiki/Measure_(mathematics%29) that assigns measure one to the entire space (\(P(\Omega) = 1\)). A Dirichlet process \(P \sim \textrm{DP}(\alpha, P_0)\) is a measure that has the property that, for every finite disjoint partition \(S_1, \ldots, S_n\) of \(\Omega\),