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Is there a general way of fitting a gaussian mixture with $m$ components with a gaussian mixture with $n \ll m$ components, short of generating samples and redoing a full fit? I expect a lot of components to be "naturally" merge-able, i.e. with "close" means and variances.

Thanks.

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This paper might be something in that direction.

I hope this helps.

(can't add this as a comment as I don't have enough reputation.)

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    $\begingroup$ Please add this as a comment, not as an answer. An answer should contain a brief summary of the paper or the idea at least. $\endgroup$
    – Mayou36
    Jul 23, 2017 at 10:51
  • $\begingroup$ @Mayou36, unfortunately I can't as I don't have enough points. $\endgroup$
    – Krrr
    Jul 23, 2017 at 12:25
  • $\begingroup$ okey then. May add some comments to what the paper is about? Or a short summary? $\endgroup$
    – Mayou36
    Jul 23, 2017 at 15:49

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