I am trying to use the sum-product algorithm on a graph of multivariate Gaussians in information form.
I define the factors in the appropriate dimensions and get the following error:
I am not sure what exactly is not working, it seams like messages are not marginalized properly.
Can you please offer some advice?
I am trying to use the sum-product algorithm on a graph of multivariate Gaussians in information form. I define the factors in the appropriate dimensions and get the following error: I am not sure what exactly is not working, it seams like messages are not marginalized properly. Can you please offer some advice?
Here is my example code:
fg_Static_Filter_example_v2.zip