implement hierarchical Gaussian filter

probml / pyprobml

Python code for "Probabilistic Machine learning" book by Kevin Murphy

MIT License

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implement hierarchical Gaussian filter #671

Closed murphyk closed 2 years ago

murphyk commented 2 years ago

Reimplement the bandit model from paper below. (This is a hierarchical latent variable model where the mean and variance of each Gaussian rv is a (nonlinear) function of the layer above.)

C. D. Mathys et al., “Uncertainty in perception and the Hierarchical Gaussian Filter,” Front. Hum. Neurosci., vol. 8, p. 825, Nov. 2014, doi: 10.3389/fnhum.2014.00825. [Online]. Available: http://dx.doi.org/10.3389/fnhum.2014.00825

workatcam commented 2 years ago

Hey Kevin, can you point out which chapters may have this content in your book?

murphyk commented 2 years ago

I don't actually discuss this algorithm in the book, so I am going to close this issue, since there are more important things to do :)