Xi'an's Og

A potential master project for my students next year inspired by an X validated question: given a Gaussian mixture density

with m known, the weights summing up to one, and the (prior) information that all means are within (-C,C), derive the parameters of this mixture from a sufficiently large number of evaluations of f. Pay attention to the numerical issues associated with the resolution.  In a second stage, envision this problem from an exponential spline fitting perspective and optimise the approach if feasible.

This entry was posted on July 25, 2022 at 12:22 am and is filed under Books, Kids, Statistics, University life with tags curve fitting, finite mixtures, Kyoto, Master, optimisation, Orange the World, splines, Université Paris Dauphine. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.