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after searching in the python numpy, scipy and sklearn module, there is no function who can generate p samples of a gmm (gaussian mixture model) for parameter means, covariances and the weight of each multidimentionnal gaussian of dimension n. Any clue or guidance please to generate that ? Thank you for your time

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  • $\begingroup$ How large is $n$? $\endgroup$ May 15, 2023 at 3:38
  • $\begingroup$ -1. An earlier, now deleted, comment solved this for you, and @stéphanelaurent in, at the moment, an answer below has answered it too without acknowledgement. $\endgroup$ May 27, 2023 at 2:35

1 Answer 1

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Pick an integer i at random with probability p_i, the i-th weight. Then sample from the corresponding multidimensional Gaussian distribution. Repeat p times.

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