https://github.com/reactivebayes/exponentialfamilyprojection.jl

A library to project an arbitrary function to an exponential family member distribution with the manifold optimization
https://github.com/reactivebayes/exponentialfamilyprojection.jl

Last synced: over 1 year ago
JSON representation

A library to project an arbitrary function to an exponential family member distribution with the manifold optimization

• Host: GitHub
• URL: https://github.com/reactivebayes/exponentialfamilyprojection.jl
• Owner: ReactiveBayes
• License: mit
• Created: 2024-06-11T09:33:04.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2025-03-09T12:09:32.000Z (over 1 year ago)
• Last Synced: 2025-03-09T13:20:09.048Z (over 1 year ago)
• Language: Julia
• Size: 1.39 MB
• Stars: 9
• Watchers: 5
• Forks: 0
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# ExponentialFamilyProjection

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://reactivebayes.github.io/ExponentialFamilyProjection.jl/stable/)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://reactivebayes.github.io/ExponentialFamilyProjection.jl/dev/)

[![Build Status](https://github.com/reactivebayes/ExponentialFamilyProjection.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/reactivebayes/ExponentialFamilyProjection.jl/actions/workflows/CI.yml?query=branch%3Amain)

[![Coverage](https://codecov.io/gh/reactivebayes/ExponentialFamilyProjection.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/reactivebayes/ExponentialFamilyProjection.jl)

The `ExponentialFamilyProjection.jl` package offers a suite of functions for projecting an arbitrary (un-normalized) log probability density function onto a specified member of the exponential family (e.g., Gaussian, Beta, Bernoulli). This is achieved by optimizing the natural parameters of the exponential family member within a defined manifold. The library leverages `Manopt.jl` for optimization and utilizes [`ExponentialFamilyManifolds.jl`](https://github.com/ReactiveBayes/ExponentialFamilyManifolds.jl) to define the manifolds corresponding to the members of the exponential family.

For detailed information and usage examples, please refer to the [documentation](https://reactivebayes.github.io/ExponentialFamilyProjection.jl/stable/).