ITADN

[Task]: MvNormalWishart node to enable joint μ–Λ priors for NormalMixture

#542Closedalbertpod 创建于 2025-10-28
enhancement
A
albertpodcommented
It'd be nice to have `MvNormalWishart` factor/node (Normal–Wishart) to express a **joint prior over component mean and precision**: ## Why `NormalMixture` currently enforces **separate mean-field** over means and precisions, which can degrade inference (it really does). A joint `μ–Λ` node (prior) will let us keep mean-field at the mixture level while coupling mean and precision as a single interface, not the nicest, but a pragmatic workaround until mixture nodes support true joint interfaces. ## Minimal proposal * New node: `(μ, Λ) ~ MvNormalWishart(m0, κ, ν, W)` **Intended usage with `NormalMixture`:** ```julia # per component k μΛ[k] ~ MvNormalWishart(m0, κ, ν, W) y[i] ~ NormalMixture(switch = z[i], mp = μΛ) ``` ## Note `MvNormalWishart` exists in `ExponentialFamily.jl` (distribution side), which is helpful, this request is specifically for a ReactiveMP **node/factor** with conjugate message passing.
关闭于 2025-11-27 7 条评论