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To cite proxymix in publications use:

Moldovan M, van der Hoek J (2026). proxymix: Kullback-Leibler Optimal Gaussian Mixture Proxies for Target Densities. R package version 0.16.0.

van der Hoek J, Elliott R (2024). “Mixtures of multivariate Gaussians.” Stochastic Analysis and Applications. doi:10.1080/07362994.2024.2372605.

Corresponding BibTeX entries: 

  @Manual{,
    title = {{proxymix}: Kullback-Leibler Optimal Gaussian Mixture
      Proxies for Target Densities},
    author = {Max Moldovan and John {van der Hoek}},
    year = {2026},
    note = {R package version 0.16.0},
  }

  @Article{,
    title = {Mixtures of multivariate {G}aussians},
    author = {John {van der Hoek} and Robert J. Elliott},
    journal = {Stochastic Analysis and Applications},
    year = {2024},
    doi = {10.1080/07362994.2024.2372605},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.