bayespy.inference.vmp.nodes.gaussian.GaussianARDDistribution

class bayespy.inference.vmp.nodes.gaussian.GaussianARDDistribution(shape)[source]

Log probability density function:

\log p(x|\mu, \alpha) = -\frac{1}{2} x^T \mathrm{diag}(\alpha) x + x^T
\mathrm{diag}(\alpha) \mu - \frac{1}{2} \mu^T \mathrm{diag}(\alpha) \mu
+ \frac{1}{2} \sum_i \log \alpha_i - \frac{D}{2} \log(2\pi)

Parent has moments:

\begin{bmatrix}
    \alpha \circ \mu
    \\
    \alpha \circ \mu \circ \mu
    \\
    \alpha
    \\
    \log(\alpha)
\end{bmatrix}

__init__(shape)[source]

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(shape)

Initialize self.

compute_cgf_from_parents(u_mu_alpha)

Compute the value of the cumulant generating function.

compute_fixed_moments_and_f(x[, mask])

Compute u(x) and f(x) for given x.

compute_gradient(g, u, phi)

Compute the standard gradient with respect to the natural parameters.

compute_logpdf(u, phi, g, f, ndims)

Compute E[log p(X)] given E[u], E[phi], E[g] and E[f].

compute_message_to_parent(parent, index, u, …)

compute_moments_and_cgf(phi[, mask])

compute_phi_from_parents(u_mu_alpha[, mask])

compute_weights_to_parent(index, weights)

Maps the mask to the plates of a parent.

plates_from_parent(index, plates)

Resolve the plate mapping from a parent.

plates_to_parent(index, plates)

Resolves the plate mapping to a parent.

random(*phi[, plates])

Draw a random sample from the Gaussian distribution.

squeeze(axis)

Squeeze a plate axis from the distribution