Add a DirichletProcessMixture
class
#66
Draft
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This PR shows the beginnings of a (Truncated) Dirichlet Process Mixture API whose two main ingredients are the
pm.StickBreakingWeights
distribution, also known as the GEM distribution, and thepm.Mixture
distribution.The truncation of the infinite sum allows for easier implementation at the cost of numerical error which shouldn't be an issue for large
K
. However, computational cost can increase; some Goldilocks principle should be applied when choosingK
.More to come as I work on some utility functions and polish the distribution class.