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Improve MLE running time #9

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krzysztof-turowski opened this issue Feb 6, 2019 · 1 comment

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krzysztof-turowski commented Feb 6, 2019

Currently MLE has $\Theta(n^3)$ complexity - investigate whether it may be improved to $\Theta(n^2)$ by some amortization.

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krzysztof-turowski commented Feb 17, 2019 •

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Side notes:

$V$ and $n$ in likelihood_value and $\omega$ should be packed in a separate structure TransitionProbabilityHelper.
consider splitting importance sampling of permutations (requires only $\Theta_0$) and computation of likelihood value (requires both $\Theta_0$ and $\Theta$).

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