def transition_fn(carry, t):
lam_prev, x_prev = carry
gamma = npyro.deterministic('gamma', nn.softplus(mu + x_prev))
U = jnp.log(lam_prev) - jnp.log(lam_prev.sum(-1, keepdims=True))
logs = logits((beliefs[0][:, t], beliefs[1][:, t]),
jnp.expand_dims(gamma, -1), jnp.expand_dims(U, -2))
lam_next = npyro.deterministic(
'lams', lam_prev +
nn.one_hot(beliefs[2][t], 4) * jnp.expand_dims(mask[t] * eta, -1))
mixing_dist = dist.CategoricalProbs(weights)
component_dist = dist.CategoricalLogits(logs.swapaxes(0, 1)).mask(
mask[t][..., None])
with npyro.plate('subjects', N):
y = npyro.sample(
'y', dist.MixtureSameFamily(mixing_dist, component_dist))
noise = npyro.sample('dw', dist.Normal(0., 1.))
x_next = rho * x_prev + sigma * noise
return (lam_next, x_next), None
def transition_fn(carry, t):
logs = logits((beliefs[0][t], beliefs[1][t]),
jnp.expand_dims(gamma, -1), jnp.expand_dims(U, -2))
npyro.sample('y', dist.CategoricalLogits(logs).mask(mask[t]))
return None, None
def transition_fn(carry, t):
logs = logits((beliefs[0][:, t], beliefs[1][:, t]),
jnp.expand_dims(gamma, -1), jnp.expand_dims(U, -2))
mixing_dist = dist.CategoricalProbs(weights)
component_dist = dist.CategoricalLogits(logs).mask(mask[t])
npyro.sample('y', dist.MixtureSameFamily(mixing_dist, component_dist))
return None, None
def transition_fn(carry, t):
x_prev = carry
dyn_gamma = npyro.deterministic('dyn_gamma', nn.softplus(mu + x_prev))
logs = logits((beliefs[0][t], beliefs[1][t]),
jnp.expand_dims(dyn_gamma, -1), jnp.expand_dims(U, -2))
npyro.sample('y', dist.CategoricalLogits(logs).mask(mask[t]))
noise = npyro.sample('dw', dist.Normal(0., 1.))
x_next = rho * x_prev + sigma * noise
return x_next, None
def transition_fn(carry, t):
lam_prev = carry
U = jnp.log(lam_prev) - jnp.log(lam_prev.sum(-1, keepdims=True))
logs = logits((beliefs[0][t], beliefs[1][t]),
jnp.expand_dims(gamma, -1), jnp.expand_dims(U, -2))
lam_next = npyro.deterministic(
'lams', lam_prev +
nn.one_hot(beliefs[2][t], 4) * jnp.expand_dims(mask[t] * eta, -1))
npyro.sample('y', dist.CategoricalLogits(logs).mask(mask[t]))
return lam_next, None
def generative_model(beliefs, y=None, mask=True):
# generative model
T, N = beliefs[0].shape[:2]
with npyro.plate('N', N):
gamma = npyro.sample('gamma', dist.Gamma(20., 2.))
td = TransformedDistribution(
dist.Normal(jnp.array([-1., .7]), jnp.array([1.,
0.2])).to_event(1),
transforms.OrderedTransform())
lams = npyro.sample('lams', td)
U = jnp.pad(lams, ((0, 0), (0, 2)), 'constant', constant_values=(0, ))
with npyro.plate('T', T):
logs = npyro.deterministic(
'logits',
logits(beliefs, jnp.expand_dims(gamma, -1),
jnp.expand_dims(U, -2)))
npyro.sample('y', dist.CategoricalLogits(logs).mask(mask), obs=y)
def transition_fn(carry, t):
x_prev = carry
gamma_dyn = npyro.deterministic('gamma_dyn', nn.softplus(mu + x_prev))
logs = logits((beliefs[0][:, t], beliefs[1][:, t]),
jnp.expand_dims(gamma_dyn, -1), jnp.expand_dims(U, -2))
mixing_dist = dist.CategoricalProbs(weights)
component_dist = dist.CategoricalLogits(logs).mask(mask[t])
npyro.sample('y', dist.MixtureSameFamily(mixing_dist, component_dist))
with npyro.handlers.reparam(
config={"x_next": npyro.infer.reparam.TransformReparam()}):
affine = dist.transforms.AffineTransform(rho * x_prev, sigma)
x_next = npyro.sample(
'x_next',
dist.TransformedDistribution(dist.Normal(0., 1.), affine))
return (x_next), None
def transition_fn(carry, t):
lam_prev, x_prev = carry
gamma = npyro.deterministic('gamma', nn.softplus(mu + x_prev))
U = jnp.log(lam_prev) - jnp.log(lam_prev.sum(-1, keepdims=True))
logs = logits((beliefs[0][t], beliefs[1][t]),
jnp.expand_dims(gamma, -1), jnp.expand_dims(U, -2))
lam_next = npyro.deterministic(
'lams', lam_prev +
nn.one_hot(beliefs[2][t], 4) * jnp.expand_dims(mask[t] * eta, -1))
npyro.sample('y', dist.CategoricalLogits(logs).mask(mask[t]))
noise = npyro.sample('dw', dist.Normal(0., 1.))
x_next = rho * x_prev + sigma * noise
return (lam_next, x_next), None