Currently, I’m working on a model which involves Bernoulli distributions. As I’m utilizing ADVI, it is not possible to utilize discrete/binary RVs. Therefore, I was trying to implement the continuous Bernoulli distribution: https://arxiv.org/abs/1907.06845 . There is also a wikipedia article based o…

Could you explain a bit more of your use case? If the Bernoulli is observed, ADVI works as well (the continuous requirement is for the latent variables). If Bernoulli is latent, then usually we will rewrite the model as a mixture model (i.e., marginalization trick)

Continuous Bernoulli distribution

Questions

junpenglao October 14, 2020, 8:56am 4

There are some guides here: Frequently Asked Questions

1 Like

Topic		Replies	Views
Bernoulli Distribution issues when using Data class Questions	4	644	March 5, 2021
Best way to define a custom discrete distribution to use as a latent variable? Questions	1	536	March 8, 2021
Transformation of a Bernoulli discrete prior for latent variables in ADVI Questions	0	414	July 2, 2021
Problem with imputation of missing data for a Bernoulli distribution Questions theano	4	1681	January 15, 2019
Mixture of multivariate Bernoullis Questions	11	3245	June 13, 2022

Continuous Bernoulli distribution

Related topics