Timeline for Approximating a probability distribution by a mixture
Current License: CC BY-SA 2.5
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| Sep 16, 2010 at 16:12 | comment | added | Anthony Leverrier | Thanks for the reference! Yes, I indeed started by taking $p$ supported on a finite number of points, and it works pretty well in practice. Still, it's a bit frustrating as a continuous density would be much more natural. | |
| Sep 16, 2010 at 4:15 | history | answered | ronaf | CC BY-SA 2.5 |