Objectives

Objective
collapsed_elbo	Compute a single step of the collapsed evidence lower bound.
conjugate_loocv	Evaluate the leave-one-out log predictive probability of the Gaussian process following section 5.4.2 of Rasmussen et al. 2006 - Gaussian Processes for Machine Learning.
conjugate_mll	Evaluate the marginal log-likelihood of the Gaussian process.
elbo	Compute the evidence lower bound of a variational approximation.
heteroscedastic_elbo	Compute the evidence lower bound of a heteroscedastic approximation.
heteroscedastic_elbo_chained	Generic chained bound for heteroscedastic likelihoods.
heteroscedastic_elbo_conjugate	Tight bound from Lazaro-Gredilla & Titsias (2011) for heteroscedastic Gaussian likelihoods.
log_posterior_density	The log-posterior density of a non-conjugate Gaussian process.
non_conjugate_mll	The log-posterior density of a non-conjugate Gaussian process.
variational_expectation	Compute the variational expectation.