Nonparametric Maximum Likelihood Estimator (NPMLE) for estimating Gaussian location mixture densities in d-dimensions from independent, potentially heteroscedastic observations.
The easiest way to install npeb is using pip:
pip install npeb from npeb import GLMixture
m = GLMixture()
## Compute the NPMLE
m.fit(X, prec)
## Denoised estimates based on empirical prior
gmleb = m.posterior_mean(X, prec)
