Consider The Factorial Hmm Model Shown In Figure 6 3a Find A Variational Update Rule 2528129

Consider the factorial HMM model shown in figure 6.3a. Find a variational update rule for the structured variational approximation that factorizes as a set of clusters corresponding to the individual chains, that is, a cluster {X(0)i , . . . , X(T)i} for each i. Make sure that you simplify your clusters as much as possible, as in section 11.5.2.3 and section 11.5.2.4.