Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Implement multidimensional Gaussian output model + estimator #2

Open
franknoe opened this issue Feb 27, 2015 · 0 comments
Open

Implement multidimensional Gaussian output model + estimator #2

franknoe opened this issue Feb 27, 2015 · 0 comments

Comments

@franknoe
Copy link
Contributor

output_models/gaussian should either be updated to handle multidimensional Gaussians, or we build two separate output_models for 1D and nD.

Both estimation and generation methods should be fairly straightforward. Means are computed the same way, but just using vector additions. Covariance matrices are estimated the usual way with an outer product of the mean-free square vectors. Generation can be done using the numpy or scipy modules for multidimensional random variable generation.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant