def compute_moments_and_cgf(self, phi, mask=True):
r"""
Return moments and cgf for given natural parameters
.. math::
\langle u \rangle =
\begin{bmatrix}
\phi_2 (-\phi_1)^{-1}
\\
-\log|-\phi_1| + \psi_k(\phi_2)
\end{bmatrix}
\\
g(\phi) = \phi_2 \log|-\phi_1| - \log \Gamma_k(\phi_2)
"""
U = linalg.chol(-phi[0])
k = np.shape(phi[0])[-1]
#k = self.dims[0][0]
logdet_phi0 = linalg.chol_logdet(U)
u0 = phi[1][...,np.newaxis,np.newaxis] * linalg.chol_inv(U)
u1 = -logdet_phi0 + misc.multidigamma(phi[1], k)
u = [u0, u1]
g = phi[1] * logdet_phi0 - special.multigammaln(phi[1], k)
return (u, g)
def compute_moments_and_cgf(self, phi, mask=True):
r"""
Return moments and cgf for given natural parameters
.. math::
\langle u \rangle =
\begin{bmatrix}
\phi_2 (-\phi_1)^{-1}
\\
-\log|-\phi_1| + \psi_k(\phi_2)
\end{bmatrix}
\\
g(\phi) = \phi_2 \log|-\phi_1| - \log \Gamma_k(\phi_2)
"""
U = linalg.chol(-phi[0])
k = np.shape(phi[0])[-1]
#k = self.dims[0][0]
logdet_phi0 = linalg.chol_logdet(U)
u0 = phi[1][..., np.newaxis, np.newaxis] * linalg.chol_inv(U)
u1 = -logdet_phi0 + misc.multidigamma(phi[1], k)
u = [u0, u1]
g = phi[1] * logdet_phi0 - special.multigammaln(phi[1], k)
return (u, g)