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LDSs with Gaussian emissions admit a simple Gibbs sampling algorithm: alternate between the following two steps:
Sample the continuous latent states given the parameters and data using LDSPosterior.sample()
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().
The text was updated successfully, but these errors were encountered:
LDSs with Gaussian emissions admit a simple Gibbs sampling algorithm: alternate between the following two steps:
LDSPosterior.sample()
The text was updated successfully, but these errors were encountered: