[jira] [Commented] (MATH-816) Multivariate Normal Mixture Models

["Jared Becksfort (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-816?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13477402#comment-13477402 ] 

Jared Becksfort commented on MATH-816:
--------------------------------------

Gilles,

I like the changes. The generic model that you added should make it possible to have a mixture model where each component is a different type of distribution, which I think will be useful. It will also prevent the need to extend mixture model classes all over the place.

Your seed changes also make sense. It seems you applied them so that if two components of the mixture model have equal parameters, the drawn samples will not repeat, correct? If so, that was a very good catch on your part. :)

I have not tried running the unit test again, but I imagine it fails the sampling test now.  Do you want to modify it to use the new generic version of the class or should I?

Jared

                
> 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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