Add an Elbo interpretation implementing Jensen's inequality

pyro-ppl / funsor

Functional tensors for probabilistic programming

https://funsor.pyro.ai

Apache License 2.0

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Closed fritzo closed 3 years ago

fritzo commented 3 years ago

pair coded with @eb8680 @fehiepsi @ordabayevy

fritzo commented 3 years ago

@eb8680 Can we merge this with an xfailing test, since the pattern failure seems to lie elsewhere and will require significant work?

eb8680 commented 3 years ago

Yeah, no need to block this on #411