# Posts tagged mixture model

## Automatic marginalization of discrete variables

- 20 January 2024

PyMC is very amendable to sampling models with discrete latent variables. But if you insist on using the NUTS sampler exclusively, you will need to get rid of your discrete variables somehow. The best way to do this is by marginalizing them out, as then you benefit from Rao-Blackwell’s theorem and get a lower variance estimate of your parameters.

## Gaussian Mixture Model

- 04 April 2022

A mixture model allows us to make inferences about the component contributors to a distribution of data. More specifically, a Gaussian Mixture Model allows us to make inferences about the means and standard deviations of a specified number of underlying component Gaussian distributions.

## Dirichlet mixtures of multinomials

- 08 January 2022

This example notebook demonstrates the use of a Dirichlet mixture of multinomials (a.k.a Dirichlet-multinomial or DM) to model categorical count data. Models like this one are important in a variety of areas, including natural language processing, ecology, bioinformatics, and more.

## Marginalized Gaussian Mixture Model

- 18 September 2021

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

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 \(\Omega\),