bayespy.nodes.Wishart

class bayespy.nodes.Wishart(n, V, **kwargs)[source]

Node for Wishart random variables.

The random variable \mathbf{\Lambda} is a D\times{}D positive-definite symmetric matrix.

p(\mathbf{\Lambda}) = \mathrm{Wishart}(\mathbf{\Lambda} | N,
\mathbf{V})

Parameters:
n : scalar or array

N, degrees of freedom, N>D-1.

V : Wishart-like node or (…,D,D)-array

\mathbf{V}, scale matrix.

__init__(n, V, **kwargs)[source]

Create Wishart node.

Methods

__init__(n, V, **kwargs) Create Wishart node.
add_plate_axis(to_plate)
broadcasting_multiplier(*args)
delete() Delete this node and the children
get_gradient(rg) Computes gradient with respect to the natural parameters.
get_mask()
get_moments()
get_parameters() Return parameters of the VB distribution.
get_pdf_nodes()
get_riemannian_gradient() Computes the Riemannian/natural gradient.
get_shape(ind)
has_plotter() Return True if the node has a plotter
initialize_from_parameters(*args)
initialize_from_prior()
initialize_from_random() Set the variable to a random sample from the current distribution.
initialize_from_value(x, *args)
load(filename)
logpdf(X[, mask]) Compute the log probability density function Q(X) of this node.
lower_bound_contribution([gradient, …]) Compute E[ log p(X|parents) - log q(X) ]
lowerbound()
move_plates(from_plate, to_plate)
observe(x, *args[, mask]) Fix moments, compute f and propagate mask.
pdf(X[, mask]) Compute the probability density function of this node.
plot([fig]) Plot the node distribution using the plotter of the node
random() Draw a random sample from the distribution.
save(filename)
scale(scalar, **kwargs)
set_parameters(x) Set the parameters of the VB distribution.
set_plotter(plotter)
show() Print the distribution using standard parameterization.
unobserve()
update([annealing])

Attributes

dims
plates
plates_multiplier Plate multiplier is applied to messages to parents