Beispiel #1
0
 def posterior_sample(self, data, input=None, mask=None, tag=None):
     m = self.state_map
     pi0 = self.init_state_distn.initial_state_distn
     Ps = self.transitions.transition_matrices(data, input, mask, tag)
     log_likes = self.observations.log_likelihoods(data, input, mask, tag)
     z_smpl = hmm_sample(replicate(pi0, m), Ps, replicate(log_likes, m))
     return self.state_map[z_smpl]
Beispiel #2
0
 def sample_discrete_states(self):
     return [hmm_sample(prms["pi0"], prms["Ps"], prms["log_likes"])
             for prms in self._discrete_state_params]