I am given the values for mean, co-variance, initial_weights for a mixture of Gaussian Models. Now how can I generate samples given those: In brief, I need a function like
X = GMMSamples(W, mu, sigma, d)
where W: weight vector, mu - mean vector, sigma - covariance vector, d - dimensions of samples How can I implement it in python ? I found scipy library that has GaussianMixture library. It basically takes input as sample values and calculate itself mean, co-variance. But for my case it is almost reverse. I am given mean, co-variance, and parameters mentioned above and I need to generate sample data values. Thank you.