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
2
-
$\begingroup$ How large is $n$? $\endgroup$– Wolfgang BangerthMay 15 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. $\endgroup$– A rural readerMay 27 at 2:35
Add a comment
|
1 Answer
$\begingroup$
$\endgroup$
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.
