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normal-computing / posteriors

Uncertainty quantification with PyTorch
https://normal-computing.github.io/posteriors/
Apache License 2.0
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Low-rank Gaussian methods #56

Open SamDuffield opened 2 months ago

SamDuffield commented 2 months ago

Low rank matrices can be efficiently inverted and sampled from - see https://arxiv.org/abs/2106.14806

Thus low-rank (Laplace, VI, EKF) might be in scope for posteriors