Variational Bayes Expectation Maximization

Variational Bayes Expectation Maximization

VBEM_step(A, params, alternate = T, eps_conv = 0.001)

Arguments

A

an array of dim=c(N,N,V)

params

list of parameters of the model

alternate

boolean indicated if we put an M-step after each part of the E-step, after u optimization and after tau optimization. If not, we optimize u and tau and after the M-step is made.

eps_conv

parameter of convergence for tau.

Value

params with updated parameters.