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inference for bi-variate gaussion
Hi I want to extend the abstractEmissions to implement a inference algorithm for bi-variate gaussian. Can you give me any references on how to do so? Or, from where you learn to implement the inference for gaussian & multinormial?
Thanks
@kunrenzhilu Apologies for the late reply. The documentation has a little bit about this, I would recommend the section on building a model of Laplace emissions: http://hsmmlearn.readthedocs.io/en/latest/source/tutorial.html#aside-different-emission-pdfs
Please let me know if you have any further questions. If you have any code to contribute back to the repo via a pull request, that would be great!