particles: Initialize particles to perform inference in a Gaussian mixture graphical
model
Description
This function initializes particles to perform (approximate) inference in a
Gaussian mixture graphical model. Particles consist in weighted sample
sequences propagated forward in time by sampling the model and aggregated to
obtain the inferred values (Koller and Friedman, 2009).
A data frame (tibble) containing the initial particles.
Arguments
seq
A data frame containing the observation sequences for which
particles are initialized. If NULL (the default), the initialization
is performed for a single sequence.
col_weight
A character string corresponding to the column name of the
resulting data frame that describes the particle weight.
n_part
A positive integer corresponding to the number of particles
initialized for each observation sequence.
References
Koller, D. and Friedman, N. (2009). Probabilistic Graphical Models:
Principles and Techniques. The MIT Press.