Inference in mixture models containing transformations

[ecosang]

Hi,

I haven’t worked with these stuff for a while, but looking back, inv-gamma didn’t work well with klqp.

A toy normal model failed (klqp) and why?

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, see link below. (3) Instead of calling run, you can initialize, and run updates yourself: see notebook Hope that helps