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Gibbs sampling for Gaussian LDS #31

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slinderman opened this issue Mar 11, 2022 · 0 comments
Open

Gibbs sampling for Gaussian LDS #31

slinderman opened this issue Mar 11, 2022 · 0 comments
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enhancement New feature or request good first issue Good for newcomers

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@slinderman
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LDSs with Gaussian emissions admit a simple Gibbs sampling algorithm: alternate between the following two steps:

  1. Sample the continuous latent states given the parameters and data using LDSPosterior.sample()
  2. Sample the parameters from their conditional distribution given the latent states and data. This will follow the same recipe as the GaussianEmissions.m_step(), but it will use conditional.sample() instead of conditional.mode().
@slinderman slinderman added good first issue Good for newcomers enhancement New feature or request labels Mar 11, 2022
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Labels
enhancement New feature or request good first issue Good for newcomers
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