Make more explicit to user that BBVI (right now) is mean-field, and may be imperfect

RJT1990 / pyflux

Open source time series library for Python

BSD 3-Clause "New" or "Revised" License

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Make more explicit to user that BBVI (right now) is mean-field, and may be imperfect #46

Open RJT1990 opened 7 years ago

RJT1990 commented 7 years ago

Especially for state space models. Aim has always been to replace mean-field structure with something more appropriate, but in the meantime need to flag in the documentation and examples that this is imperfect because mean-field does not properly account for dependencies in the posterior.