Open joergfunger opened 2 years ago
The merge request has solved 1, 3 might be actually correct and for the example I looked into the gamma distr. was close to a normal distribution, but 2 is still unresolved, correct?
Due to the mean field approximation in VB, all noise groups are independent. Only model parameters can be correlated.
True, I somehow thought that the noise terms are also correlated (thus in a single noise group), but I think that is wrong and all noise are a supposed to be uncorrelated.
In the visualization, pair plots are created that plot on the diagonal the marginal distributions and on the off-diagonal elements the bivariate marginal distributions. The plot distinguishes between 2 normal variables (related to parameters in the model) and the other cases assumed to be uncorrelated.