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DeaglanBartlett / roxy

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Ensure weights of GMM are ordered weight0 <= weight1 <= ... #4

Closed DeaglanBartlett closed 1 year ago

DeaglanBartlett commented 1 year ago

If the Gaussians in a GMM are not ordered by weight, then there is ambiguity in which Gaussian should have which parameters. Implement constraint such that the Gaussians are ordered by their weight to avoid this.

DeaglanBartlett commented 1 year ago

This is now done in post-processing rather than sampling, as there does not appear to be a straightforward way to change the support of the numpyro Dirichlet distribution to have a simplex which is also ordered.