diff --git a/egs/wsj/s5/steps/nnet3/chain/make_weighted_den_fst.sh b/egs/wsj/s5/steps/nnet3/chain/make_weighted_den_fst.sh
--- /dev/null
@@ -0,0 +1,128 @@
+#!/bin/bash
+
+# Copyright 2017 Vimal Manohar
+# 2017 Pegah Ghahremani
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED
+# WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE,
+# MERCHANTABLITY OR NON-INFRINGEMENT.
+# See the Apache 2 License for the specific language governing permissions and
+# limitations under the License.
+
+# This script creates denominator FST (den.fst) and normalization.fst for
+# chain training. It additionally copies the transition model and tree from the
+# first alignment directory to the chain directory.
+# This script can accept multiple sources of alignments with same phone sets
+# that can be weighted to estimate phone LM.
+# You can use the --num-repeats option to repeat some source data more than
+# once when training the LM for the denominator FST.
+
+set -o pipefail
+
+# begin configuration section.
+cmd=run.pl
+stage=0
+num_repeats= # Comma-separated list of positive integer multiplicities, one
+ # for each input alignment directory. The alignments from
+ # each source will be scaled by the corresponding value when
+ # training the LM.
+ # If not specified, weight '1' is used for all data sources.
+
+lm_opts='--num-extra-lm-states=2000'
+#end configuration section.
+
+
+[ -f ./path.sh ] && . ./path.sh
+. parse_options.sh || exit 1;
+
+if [ $# -lt 2 ]; then
+ echo "Usage: $0 [options] <ali-dir1> [<ali-dir2> ...] <out-dir>";
+ echo "e.g.: $0 exp/tri1_ali exp/tri2_ali exp/chain/tdnn_1a_sp";
+ echo "Options: "
+ echo " --cmd (run.pl|queue.pl...) # Specify how to run jobs.";
+ echo "--lm-opts # Options for phone LM generation";
+ echo "--num-repeats # Comma-separated list of postive integer"
+ echo " # multiplicities, one for each input"
+ echo " # alignment directory. The alignments"
+ echo " # from each source will be scaled by"
+ echo " # the corresponding value when training"
+ echo " # the LM. If not specified, weight '1'"
+ echo " # is used for all data sources."
+ exit 1;
+fi
+
+dir=${@: -1} # the working directory: last argument to the script
+ali_dirs=( $@ ) # read the remaining arguments into an array
+unset ali_dirs[${#ali_dirs[@]}-1] # 'pop' the last argument which is $dir
+num_alignments=${#ali_dirs[@]} # number of alignment dirs to combine
+
+mkdir -p $dir/log
+for n in `seq 0 $[$num_alignments-1]`;do
+ ali_dir=${ali_dirs[$n]}
+ for f in $ali_dir/ali.1.gz $ali_dir/final.mdl $ali_dir/tree; do
+ [ ! -f $f ] && echo "$0: Expected file $f to exist" && exit 1;
+ done
+ utils/lang/check_phones_compatible.sh ${ali_dirs[0]}/phones.txt \
+ ${ali_dirs[$n]}/phones.txt || exit 1;
+done
+
+cp ${ali_dirs[0]}/tree $dir/ || exit 1
+
+if [ -z "$num_repeats" ]; then
+ # If 'num_repeats' is not specified, set num_repeats_array to e.g. (1 1 1).
+ num_repeats_array=( $(for n in $(seq $num_alignments); do echo 1; done) )
+else
+ num_repeats_array=(${num_repeats//,/ })
+ num_repeats=${#num_repeats_array[@]}
+ if [ $num_repeats -ne $num_alignments ]; then
+ echo "$0: too many or too few elements in --num-repeats option: '$num_repeats'"
+ exit 1
+ fi
+fi
+
+if [ $stage -le 1 ]; then
+ all_phones="" # will contain the names of the .gz files containing phones,
+ # with some members possibly repeated per the --num-repeats
+ # option
+ for n in `seq 0 $[num_alignments-1]`; do
+ this_num_repeats=${num_repeats_array[$n]}
+ this_alignment_dir=${ali_dirs[$n]}
+ num_jobs=$(cat $this_alignment_dir/num_jobs)
+ if ! [ "$this_num_repeats" -gt 0 ]; then
+ echo "Expected comma-separated list of integers for --num-repeats option, got '$num_repeats'"
+ exit 1
+ fi
+
+
+ for j in $(seq $num_jobs); do gunzip -c $this_alignment_dir/ali.$j.gz; done | \
+ ali-to-phones $this_alignment_dir/final.mdl ark:- "ark:|gzip -c >$dir/phones.$n.gz" || exit 1;
+
+ all_phones="$all_phones $(for r in $(seq $this_num_repeats); do echo $dir/phones.$n.gz; done)"
+ done
+
+ $cmd $dir/log/make_phone_lm_fst.log \
+ gunzip -c $all_phones \| \
+ chain-est-phone-lm $lm_opts ark:- $dir/phone_lm.fst || exit 1;
+ rm $dir/phones.*.gz
+fi
+
+if [ $stage -le 2 ]; then
+ copy-transition-model ${ali_dirs[0]}/final.mdl $dir/0.trans_mdl || exit 1;
+fi
+
+if [ $stage -le 3 ]; then
+ $cmd $dir/log/make_den_fst.log \
+ chain-make-den-fst $dir/tree $dir/0.trans_mdl \
+ $dir/phone_lm.fst \
+ $dir/den.fst $dir/normalization.fst || exit 1
+fi
+
+echo "Successfully created {den,normalization}.fst"
+
+exit 0