Add HMM-constructing helper functions and Op
s
#130
Merged
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This PR adds HMM constructor functions and an
OpFromGraph
example for a discrete Markov chain. The latter demonstrates how "composite" measurableOp
s can be used in AePPL, and the former shows how simple constructor functions that make use of our automatic log-probability derivations can be used to construct interfaces for more advanced models.Once #75 goes through, we can remove the composite
Op
approach involvingDiscreteMarkovChainFactor
, but—in the meantime—it serves as a good example.Also, these additions will complement an upcoming implementation of aesara-devs/aemcmc#6.