On Thu, Oct 18, 2012 at 06:59:22AM -0700, Phil Steitz wrote:
> 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?

Is it not a kind of distribution?
[It's obvious that one can sample from it but maybe there are some required
properties (for a distribution) which are missing from such a mixture (?).]

> I guess
> that will become clear when we get the EM implementation.

Hopefully.

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

I wouldn't be able to answer.


Gilles

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