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Implement Gaussian Mixture Model distribution

Open bartvanerp opened this issue 2 years ago • 2 comments

For some applications, we might be interested in using mixtures of Gaussians for modeling data. Therefore this feature would be a nice addition to the toolbox.

bartvanerp avatar Jul 25 '22 11:07 bartvanerp

Doesn't this already exist? The NormalMixture node? Or do you mean extracting the pdf?

wmkouw avatar Aug 11 '22 14:08 wmkouw

For a project that I am working on, I would like to be able to send out mixture distributions as messages. Although this PR mentions Gaussian mixture messages only, it might generalize to a mixture distribution of arbitrary distributions. The NormalMixture node currently only supports a variational approximations, because it's output message is currently constrained to be a Gaussian distribution. However, for exact inference, this outgoing message would ideally be a mixture distribution.

bartvanerp avatar Aug 11 '22 14:08 bartvanerp