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)