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I am trying to use the sum-product algorithm on a graph of multivariate Gaussians in information form.
I define the factors in the appropriate dimensions and get the following error:
I am not sure what exactly is not working, it seams like messages are not marginalized properly.
Can you please offer some advice?
I am trying to use the sum-product algorithm on a graph of multivariate Gaussians in information form.
![image](https://user-images.githubusercontent.com/42900170/114626124-7d74aa00-9c70-11eb-9971-b6c0b817352a.png)
I define the factors in the appropriate dimensions and get the following error:
I am not sure what exactly is not working, it seams like messages are not marginalized properly.
Can you please offer some advice?
Here is my example code:
fg_Static_Filter_example_v2.zip
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