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dflemin3 / approxposterior

A Python package for approximate Bayesian inference and optimization using Gaussian processes
https://dflemin3.github.io/approxposterior/
MIT License
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Posterior Fitting Test #24

Closed dflemin3 closed 5 years ago

dflemin3 commented 5 years ago

Make a test that validates our procedure of fitting a Gaussian Mixture Model to the posterior distribution. Can be done by fitting 2 disjoint Gaussians with known mus and sigmas, resampling from the fits and comparing the sample's mus and sigmas to the known values.

dflemin3 commented 5 years ago

Implemented a test based on one of sklearn's GMM examples. I also added a notebook that essentially reproduces the test, but with some explanations and figures.