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https://issues.apache.org/jira/browse/MATH-817?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13496258#comment-13496258
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Jared Becksfort commented on MATH-817:
--------------------------------------
{quote}
It's not the business of the optimization algorithm to figure out the initial
guesses: whether those are chosen carefully or randomly or estimated from
sample data, the algorithm, as such, starts its actual work with a fully
defined mixture of Gaussian distributions.
{quote}
OK, that is fine. I was providing a means to do some default estimation based
on the data for convenience and because that is how it is done in R Mixtools. I
can pull that part out to utility functions for now as you mentioned in a
previous post.
I will take a look at some of the classes in the optimization package. It will
probably be later in the week when I resubmit.
> Multivariate Normal Mixture Model Fitting by Expectation Maximization
> ---------------------------------------------------------------------
>
> Key: MATH-817
> URL: https://issues.apache.org/jira/browse/MATH-817
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Jared Becksfort
> Priority: Minor
> Attachments: AbstractMultivariateRealDistribution.java.patch,
> MixtureMultivariateRealDistribution.java.patch,
> MultivariateNormalDistribution.java.patch,
> MultivariateNormalMixtureExpectationMaximizationFitter.java,
> MultivariateNormalMixtureExpectationMaximizationFitterTest.java
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> I will submit a class for fitting Multivariate Normal Mixture Models using
> Expectation Maximization.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions,
> > multivariate normal mixture models, and an expectation maximization fitting
> > class for the mixture model. I would like to submit it to Apache Commons
> > Math. I still have some touching up to do so that they fit the style
> > guidelines and implement the correct interfaces. Before I do so, I thought
> > I would at least ask if the developers of the project are interested in me
> > submitting them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also
> include unit tests (refer to the current ones for examples). The best would
> be to split a submission up into multiple minor ones, each covering a natural
> submission (e.g. multivariate Normal distribution in one submission), and
> create an issue as described at
> http://commons.apache.org/math/issue-tracking.html .
> If you run into any problems, please do not hesitate to ask on this mailing
> list.
> Cheers, Mikkel.
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