On 10/18/12 1:41 AM, Gilles Sadowski wrote:
> On Wed, Oct 17, 2012 at 10:26:55PM -0700, Phil Steitz wrote:
>> On 10/17/12 8:36 PM, Becksfort, Jared wrote:
>>> I see.  I am planning to submit the EM fit for multivariate normal mixture 
>>> models in the next couple of weeks (Math-817).  A Gibbs sampling DP fit may 
>>> be a bit further out.   I am not opposed to allowing the number of 
>>> components to change, but I also like the simplicity of this class.  
>>> Whatever you guys decide is probably fine.
>> I like the interface as implemented for what it represents,
> By "interface", do you mean the class
>    MixtureMultivariateRealDistribution"
> as implemented in the file on the JIRA page?

Yes, the most recent one.  I like the way you set up the
constructors, handling the weights and distribution type parameter.
>
>> but I
>> agree with Ted's point above.  I also wonder if implementing the
>> multivariate distribution interface is really buying you anything. 
>> Certainly not for the Gibbs sampler.  It might be better to just
>> directly implement EM with an interface that is natural for fitting
>> and using mixture models.   I am not sure this stuff belongs in the
>> distribution package in any case.
> As implemented, it seems quite natural.
> How this class will be used by non-existing code is beyond the scope of
> MATH-816.
> [And when the code exists, we can always revisit the design if necessary.]

It works for fixed component models, which I guess is OK by
consensus to start. The question I was asking is what exactly do you
get by having it extend the multivariate real distribution? I guess
that will become clear when we get the EM implementation.

I am OK committing this, I just wanted to get a clearer picture of
how the class was going to be used.

Phil
>
>>  Where were we intending to place
>> the EM fit?
> Not in distribution; I agree.
>
>>  Can you describe a little more how exactly the
>> practical use cases you have in mind will work? 
> This will probably be for a new JIRA feature request.
>
>
> Regards,
> Gilles
>
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