Posts tagged pymc3.NormalMixture

Marginalized Gaussian Mixture Model

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.

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Dirichlet process mixtures for density estimation

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]( 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 \(\Omega\),

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