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HMMs with exponential family emissions admit a simple Gibbs sampling algorithm: alternate between the following two steps:
Sample the discrete latent states given the parameters and data using HMMPosterior.sample()
Sample the parameters from their conditional distribution given the latent states and data. This will follow the same recipe as the ExponentialFamilyEmissions.m_step(), but it will use conditional.sample() instead of conditional.mode().
The text was updated successfully, but these errors were encountered:
HMMs with exponential family emissions admit a simple Gibbs sampling algorithm: alternate between the following two steps:
HMMPosterior.sample()
ExponentialFamilyEmissions.m_step()
, but it will useconditional.sample()
instead ofconditional.mode()
.The text was updated successfully, but these errors were encountered: