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Benchmarking Solution Methods for the Fitting Problem of Discrete Latent Factor Models

prerequisites

Python 3.9+

$ sudo apt install python3.9  
$ sudo apt install python3.9-dev  

install

# enter the directory with setup.py

$ pip install Cython, numpy

$ pip install -e .  
$ pip install cvxpy  
$ pip install pypolyagamm  

Contact

Wenyuan Sheng: [email protected]
Relative link: https://arxiv.org/abs/2504.01431

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example solutions via DLFM and MCMC

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