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
Best way to define a custom discrete distribution to use as a latent variable? Questions	1	464	March 8, 2021
Mixture of multivariate Bernoullis Questions	11	2989	June 13, 2022
Mixture of probabilities Questions	3	395	October 30, 2018
Using sparse matrices as observed in DensityDist Questions	1	441	October 12, 2018
Mixture model estimation Questions	3	407	May 26, 2020

Continuous Bernoulli distribution

Related Topics