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From Bugs to Infer.net (Migrated from community.research.microsoft.com)

Answered From Bugs to Infer.net (Migrated from community.research.microsoft.com)

  • Friday, June 03, 2011 6:48 PM
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    tpena posted on 05-19-2011 9:01 AM

    Hello

    I am learning how to use Infer.Net, so a bit of help translating the following BUGS lines of code into .Net doce would help. Suppose I want to model a Poisson process in which the rate of arrivals is drawn from a Uniform distribution. In BUGS you would do something like this:

    lambda ~ dunif(a, b)  # Where a,b

    process ~ poisson(lambda, k) 

    In Infer.Net I am trying to model the same hierarchy, by first creating a uniform distribution:

    Range lambdaRange = new Range(b-a);

     

     

     

     

    Variable lambda = Variable.DiscreteUniform(lambdaRange);

    And then distributing lambda as a Poisson:

    Variable

     

     

    process = Variable.Poisson(lambda);

    However lambda is typed as an <int> variable whereas the Poisson requires a <double> variable. What can be done in this type of situation?

    Regards,

    Tpena

     

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  • Friday, June 03, 2011 6:48 PM
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    John Guiver replied on 05-20-2011 12:33 PM

    'Range' is an index type for graphical model plates, not a way to restrict the domain of a uniform distribution.

    To use Poisson with a random variable rate, use a Gamma-distributed random variable. Here would be a typical usage.

    John

           static void Main(string[] args)

            {

                // The model

                var lambda = Variable.GammaFromShapeAndRate(2.0, 2.0);

                var numData = Variable.New<int>();

                Range N = new Range(numData);

                var x = Variable.Array<int>(N);

                x[N] = Variable.Poisson(lambda).ForEach(N);

     

                // Hook up the data

                int[] data = { 3, 5, 4, 8 };

                numData.ObservedValue = data.Length;

                x.ObservedValue = data;

     

                // The inference

                var engine = new InferenceEngine();

                var lambdaPosterior = engine.Infer<Gamma>(lambda);

                Console.WriteLine(lambdaPosterior);

                Console.ReadLine();

            }