Module variational 

Variational inference (PRML ch 10) — approximate an intractable posterior by the closest factorized distribution (mean-field), via coordinate-ascent (CAVI).

• gaussian — the canonical univariate-Gaussian mean+precision example.

Re-exports

pub use gaussian::fit as fit_variational_gaussian;

pub use gaussian::VariationalGaussian;

Modules

gaussian

Mean-field variational inference for a univariate Gaussian (PRML ch 10.1.3) — the canonical CAVI example. Data xₙ ~ N(μ, τ⁻¹) with a Normal-Gamma prior; the variational posterior is factorized q(μ,τ) = q(μ)·q(τ) (q(μ) Gaussian, q(τ) Gamma), and the coordinate-ascent updates iterate to a fixed point.