Heterogeneous latent model
from mixle.inference import *
from mixle.stats import *
# data is a list of numeric sequences:
# data[:2] == [
# [-1.2, -0.9, -1.0, 0.8, 1.1],
# [1.0, 1.3, 0.9, -0.8, -1.1],
# ]
fit = optimize(data, HiddenMarkovEstimator([
GaussianEstimator(),
GaussianEstimator(),
]))
fit.log_density(data[0])
Automatic estimator inference
from numpy.random import *
from mixle.inference import *
from mixle.utils.automatic import *
# data is a list of mixed records:
# data[:2] == [
# (1, None, "a", [("a", 1), ("b", 2)]),
# (3, 2, "b", [("a", 1), ("b", 2), ("c", 3)]),
# ]
est = get_estimator(data, pseudo_count=1e-4)
model = estimate(
data,
est,
prev_estimate=initialize(data, est, RandomState(1)),
)
model.log_density(data[0])