Hello, I usually worked with Full-bayesian approach but started to learn Edward for large dataset analysis (for VI). I just tested with a simple model (y_i ~ N(mu, sigma)) where mu~N(0, 1.5) and sigma ~ Inv-Gamma(1,1). When I run klqp, the parameters are not identified (differs a lot whenever ru…

Hi, (1) I don’t see anything wrong per se (2) In my experience, KLqp has trouble with the inv-gamma distribution, though I don’t know why. My guess is that the gamma function is somehow tough to differentiate. If it suits your purposes, use the log-normal distribution in the variational model, se…

A toy normal model failed (klqp) and why?

ecosang July 25, 2017, 5:39am 3

Thank you so much!!.
Well, when I run the inference.run() the results are too different. I guess that is because of the inverse gamma distribution.
I appreciate your notebook!

How to make the standard deviation of the dependent variable to be inferred?

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A toy normal model failed (klqp) and why?

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