Ticket #23 (new defect)

Opened 1 year ago

Constrain covariance matrices to be positive definite in Gaussian mixtures

Reported by: cdavid Assigned to: cdavid
Priority: major Milestone:
Component: learn.machine.pyem Version:
Keywords: Cc:

Description

Would it be possible to constrain covariance matrices to be positive definite ? I don't know if scipy provides a way to constrain a matrix to be a special form (toeplitz, triangular, etc..