bayespy.inference.vmp.nodes.gaussian.GaussianDistribution.compute_cgf_from_parents

GaussianDistribution.compute_cgf_from_parents(u_mu_Lambda)[source]

Compute \mathrm{E}_{q(p)}[g(p)]

g (\boldsymbol{\mu}, \mathbf{\Lambda})
&=
- \frac{1}{2} \operatorname{tr}(\boldsymbol{\mu\mu}^{\mathrm{T}}
                                \mathbf{\Lambda} )
+ \frac{1}{2} \log |\mathbf{\Lambda}|