Commit d8c1c1bb authored by Philipp Arras's avatar Philipp Arras
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...@@ -16,6 +16,18 @@ ...@@ -16,6 +16,18 @@
# #
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik. # NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik.
###############################################################################
# Metric Gaussian Variational Inference (MGVI)
#
# This script demonstrates how MGVI works for an inference problem with only
# two real quantities of interest. This enables us to plot the posterior
# probability density as two-dimensional plot. The posterior samples generated
# by MGVI are contrasted with the maximum-a-posterior (MAP) solution together
# with samples drawn with the Laplace method. This method uses the local
# curvature at the MAP solution as inverse covariance of a Gaussian probability
# density.
###############################################################################
import numpy as np import numpy as np
import pylab as plt import pylab as plt
from matplotlib.colors import LogNorm from matplotlib.colors import LogNorm
......
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