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thangbui / geepee

A collection of Gaussian process models
MIT License
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Frigola et al's VI for GPSSMs #12

Open thangbui opened 7 years ago

thangbui commented 7 years ago

Also make sure that the results for a mean-field version of this is the same with (approx.) Power-EP solutions when alpha -> 0.

thangbui commented 7 years ago

The idea is to use parameterised q(x) (Markov or mean field) instead of using SMC.