Mixture modelling

15 Sep 2018 / Reading time: 1 min

During the Workshop on Statistical Inference for Stochastic Process Models in Weather and Climate Science at Lorentz Center in Leiden, the question of (multivariate Gaussian) mixture modelling came up. I was asked to produce several references the participants may find useful. Here they are. Note that none of these methods is a fully automatic black box: appropriate tuning is required.