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

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junpenglao October 14, 2020, 8:56am 4

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Continuous Bernoulli distribution

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