We have been using a GMM to fit gaussians over a set of ~ 3M vectors.

Now the input are not vectors but probability distributions (coming from a topic model like LDA). Is it still mathematically sound to fit/train a GMM over such input?

  • $\begingroup$ What do you mean by probability distributions? How are you representing it in the code without vectors? $\endgroup$ – Souradeep Nanda Jan 20 '17 at 16:32

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