On 16/02/14 16:27, Gael Varoquaux wrote:

> Fitting a GMM to a PDF has no sens. A GMM is a density estimator. It
> works from data points, not density estimates. Fitting Gaussians on a
> histogram is another problem that must be tackled with other algorithms.
> However, it will give a very bad estimator, and I believe that it should
> not be used.

I have no opinion on this. However, there are papers describing this 
procedure, e.g.:

http://link.springer.com/chapter/10.1007%2F978-3-540-45231-7_25

The main use case is to use the histogram as a form of down-sampling.

Sturla


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