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ReactiveBayes / ExponentialFamilyProjection.jl

A library to project an arbitrary function to an exponential family member distribution with the manifold optimization
MIT License
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Add mle with projection #27

Closed ismailsenoz closed 3 months ago

ismailsenoz commented 3 months ago

This PR adds maximum likelihood estimate for the natural parameters of an exponential family distribution give a set of samples.

codecov[bot] commented 3 months ago

Codecov Report

Attention: Patch coverage is 93.90244% with 5 lines in your changes missing coverage. Please review.

Project coverage is 97.81%. Comparing base (56033c6) to head (fb535c0).

Files Patch % Lines
src/strategies/mle.jl 92.15% 4 Missing :warning:
src/cvi.jl 66.66% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #27 +/- ## ========================================== - Coverage 99.06% 97.81% -1.26% ========================================== Files 5 7 +2 Lines 215 275 +60 ========================================== + Hits 213 269 +56 - Misses 2 6 +4 ```

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