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Variational inference vignette#71

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pcarbo wants to merge 237 commits intostephens999:masterfrom
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Variational inference vignette#71
pcarbo wants to merge 237 commits intostephens999:masterfrom
pcarbo:master

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@pcarbo pcarbo commented Mar 6, 2025

I created a vignette on variational inference to present to the STAT35450 class.

pcarbo added 30 commits March 5, 2025 10:59
@pcarbo
workflowr::wflow_publish("index.Rmd")
e1a2bea
@pcarbo
Added a link to the home page.
e8ef030
@pcarbo
workflowr::wflow_publish("variational_inference.Rmd", verbose = TRUE)
1352fc2
@pcarbo
First build of the variational inference vignette.
19190b0
@pcarbo
Added some details about the ridge regression model to the variationa…
4896369 
…l_inference vignette.
@pcarbo
Added a few more rough details about the ridge regression model.
7174694
@pcarbo
A few edits to the ridge regression model.
b46d160
@pcarbo
Defined X.
0e04740
@pcarbo
Implemented function sim_ridge_data() for the variational inference v…
774ae2f 
…ignette.
@pcarbo
Implemented function ridge_post() for the variational inference vigne…
c97d875 
…tte.
@pcarbo
Added code to perform Gibbs sampling in the variational inference vig…
283a037 
…nette.
@pcarbo
Implemented ridge_coord_ascent() function for the variational inferen…
d1311c6 
…ce vignette.
@pcarbo
A few edits to the variational inference code.
58b62f0
@pcarbo
A few adjustments to the R code for the variational inference vignette.
f57195e
@pcarbo
Added link to the variational inference vignette.
2ef9b10
@pcarbo
Revised some of the initial parts of the variational inference vignette.
4f311ff
@pcarbo
Added CAVI updates.
6511328
@pcarbo
Added iterative algorithm to the variational inference vignette.
9158e7e
@pcarbo
Wrote intro for variational inference vignette.
548b676
@pcarbo
A few edits to the variational inference vignette.
d8f1cda
@pcarbo
Added an example of running the CAVI algorithm.
4b10e2b
@pcarbo
Started derivation of the ELBO.
6fca4dc
@pcarbo
Fixed alignment of the multi-line eqs.
936aed8
@pcarbo
Added details on the fully-factorized variational approximation.
6c98bf6
@pcarbo
Added proof sketch.
7e9a07e
@pcarbo
Added some closing notes to the variational inference vignette.
b283fe5
@pcarbo
Ran workflowr::wflow_publish("variational_inference.Rmd",verbose = TRUE)
55fe832
@pcarbo
Small fix.
b2d71fd
@pcarbo
Added some 'development notes' at the end based on John's feedback.
1c21ec1
@pcarbo
Ran workflowr::wflow_publish("variational_inference.Rmd").
14c7101
pcarbo added 30 commits February 9, 2026 14:52
@pcarbo
Yet more improvements to gibbs_structure_simple.
d9ca0f3
@pcarbo
Added derivation for F | z, X to gibbs_structure_simple.Rmd.
0a3811c
@pcarbo
Updated code in gibbs_structure_simple vignette.
b4158aa
@pcarbo
Ran wflow_publish("analysis/gibbs_structure_simple.Rmd").
1c05234
@pcarbo
Generated pdf version of norm_linear_comb vignette.
382fb55
@pcarbo
Ran wflow_publish("analysis/norm_linear_comb.Rmd").
2022ecf
@pcarbo
Added a link to the overview page.
e33e36c
@pcarbo
Added pdf version of mvnorm_00 vignette.
8fc2bbe
@pcarbo
Ran wflow_publish("analysis/mvnorm_00.Rmd").
3f62e11
@pcarbo
Added a couple links to the overview page.
b815cfd
@pcarbo
wflow_publish("analysis/mvnorm_00.Rmd")
d1767e4
@pcarbo
Build site.
55ac420
@pcarbo
Generated pdf version of mvnorm vignette.
e92eefb
@pcarbo
Ran wflow_publish("analysis/mvnorm.Rmd").
0fc8dd5
@pcarbo
Generated pdf version of mvnorm_eigen v ignette.
4c01262
@pcarbo
A few updates to the mvnorm_eigen vignette.
e36a454
@pcarbo
wflow_publish("analysis/mvnorm_eigen.Rmd")
93f43b9
@pcarbo
Ran wflow_publish("analysis/mvnorm_eigen.Rmd").
46a37c3
@pcarbo
Added link to overview page.
42782a4
@pcarbo
Generated pdf version of normal_markov_chain vignette.
4ec29db
@pcarbo
Ran wflow_publish("analysis/normal_markov_chain.Rmd").
307addc
@pcarbo
A couple small fixes.
09d898e
@pcarbo
wflow_publish("analysis/index.Rmd")
82d804b
@pcarbo
Added link to overview page.
4e2bdde
@pcarbo
Added rules to Makefile for gaussian_process vignette.
0e47670
@pcarbo
A few updates to 'motivation' in the gaussian_process vignette.
d791134
@pcarbo
More updates to the gaussian_process vignette.
a40fe51
@pcarbo
Yet more updates to the gp vignette.
0b1f362
@pcarbo
Further updates to the gp vignette.
00c2e1c
@pcarbo
Ran wflow_publish("analysis/gaussian_process.Rmd").
1e529f0
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@pcarbo