Jan Grashorn
Jan Grashorn
Added variational inference in the form of maximum likelihood and maximum a posteriori estimates. Also wrote some tests and added examples in the bayesianupdating demo.
Implementing more methods (Variational, Hamiltonian MC, MCMC...) adds more choices! The ones below are some suggestions from the top of my head, the list can be shrunk or expanded on....
It would be useful for Bayesian updating to have some generalized likelihood as input to the Bayesian updating. The main motivation would be to make the definition easier for the...
Added a small addition to the point estimates. From a maximum a posteriori approximation the Hessian can be calculated and its inverse is then the covariance matrix of some Gaussian...