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Let's implement a general version of the forward-backwards algorithm to marginalise out all discrete variables, enabling us to run HMC/NUTS on the remaining continuous variables.
The text was updated successfully, but these errors were encountered:
yebai
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Implement message passing for marganalisation of discrete variables
Implement message passing for marginalisation of discrete variables
Apr 16, 2024
Discrete random variables for PGMs can be marginalised using message passing in exact form. A good example of this is HMMs; see, e.g.,
https://gist.github.com/JasonPekos/82be830e4bf390fd1cc2886a7518aede
Let's implement a general version of the forward-backwards algorithm to marginalise out all discrete variables, enabling us to run HMC/NUTS on the remaining continuous variables.
The text was updated successfully, but these errors were encountered: