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Helper functions for linear response variational Bayes

Project description

This is a library (very much still in development) intended to make sensitivity analysis easier for optimization problems, particularly variational approximations.

For some background and motivations, see our preprint:

Covariances, Robustness, and Variational Bayes Ryan Giordano, Tamara Broderick, Michael I. Jordan https://arxiv.org/abs/1709.02536

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