BAMresearch / bayem

Implementation and derivation of "Variational Bayesian inference for a nonlinear forward model." [Chappell et al. 2008] for arbitrary, user-defined model errors.
MIT License
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Variational Bayes algorithm with given noise #12

Closed TTitscher closed 3 years ago

TTitscher commented 3 years ago

The current implementation always infers the noise. The option to not do that and instead provide a determinstic noise-sigma (as common in likelihood functions) is missing.

IMO this could be implemented by just skipping the update equations 21-22 (or 30-31 for multiple noises). Then, in the remaining update equations, the noise is only used as "scale x shape" which corresponds to the mean of this distribution, which could be provided instead.

Discussion:

TTitscher commented 3 years ago

We need other update equations!