Is there a reason you are using Metropolis for your sampling in GMMFit when you are trying to do your fitting? 1000 samples from Metropolis won’t get close to converging though it might with the default sampler.
Is there a reason you are using Metropolis for your sampling in GMMFit when you are trying to do your fitting? 1000 samples from Metropolis won’t get close to converging though it might with the default sampler.