A prototype of the Markov model #171
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We developed this code with @grfrederic as a prototype of a hidden Markov model with known MI.$P(X, Y)$ such that $X$ is discrete and $Y$ is continuous, is not fully supported in TFP on JAX (the mixtures cannot be formed and it raises an error. See this issue).
However, using joint distributions
We therefore use a hack by providing an
unwrapflag. We put this code here, so it's not lost, but it requires some clever refactoring before it can be used within the framework of the Bend and Mix models and resolve #164.In particular, note that this PR should not be merged.