bayespy.nodes.GaussianGamma

class bayespy.nodes.GaussianGamma(*args, **kwargs)[source]

Node for Gaussian-gamma (isotropic) random variables.

The prior:

p(x, \alpha| \mu, \Lambda, a, b)

p(x|\alpha, \mu, \Lambda) = \mathcal{N}(x | \mu, \alpha Lambda)

p(\alpha|a, b) = \mathcal{G}(\alpha | a, b)

The posterior approximation q(x, \alpha) has the same Gaussian-gamma form.

Currently, supports only vector variables.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

add_plate_axis(to_plate)

broadcasting_multiplier(plates, *args)

delete()

Delete this node and the children

get_gaussian_location()

Return the mean and variance of the distribution

get_gaussian_mean_and_variance()

Return the mean and variance of the distribution

get_gradient(rg)

Computes gradient with respect to the natural parameters.

get_marginal_logpdf([gaussian, gamma])

Get the (marginal) log pdf of a subset of the variables

get_mask()

get_moments()

get_parameters()

Return parameters of the VB distribution.

get_pdf_nodes()

get_riemannian_gradient()

Computes the Riemannian/natural gradient.

get_shape(ind)

has_plotter()

Return True if the node has a plotter

initialize_from_parameters(*args)

initialize_from_prior()

initialize_from_random()

Set the variable to a random sample from the current distribution.

initialize_from_value(x, *args)

load(filename)

logpdf(X[, mask])

Compute the log probability density function Q(X) of this node.

lower_bound_contribution([gradient, ...])

Compute E[ log p(X|parents) - log q(X) ]

lowerbound()

move_plates(from_plate, to_plate)

observe(x, *args[, mask])

Fix moments, compute f and propagate mask.

pdf(X[, mask])

Compute the probability density function of this node.

plot([fig])

Plot the node distribution using the plotter of the node

plotmatrix()

Creates a matrix of marginal plots.

random()

Draw a random sample from the distribution.

rotate(R[, inv, logdet, debug])

save(filename)

set_parameters(x)

Set the parameters of the VB distribution.

set_plotter(plotter)

show()

Print the distribution using standard parameterization.

translate(b[, debug])

unobserve()

update([annealing])

Attributes

dims

plates

plates_multiplier

Plate multiplier is applied to messages to parents