variance_expectations: Expected Values Under Inverse-Gamma Variational Variance...

In fda.vi: Functional Data Analysis using Variational Inference

Expected Values Under Inverse-Gamma Variational Variance Parameters (sigma and tau)

Description

Scalar expectations used in the VEM update equations for the noise variance \sigma^2 \sim \text{IG}(\delta_1^*, \delta_2^*) and coefficient scale \tau^2 \sim \text{IG}(\lambda_1^*, \lambda_2^*).

Arguments

delta1, delta2	Shape and scale of q(\sigma^2).
lambda1, lambda2	Shape and scale of q(\tau^2).

Value

A numeric scalar.

fda.vi documentation built on June 20, 2026, 5:06 p.m.