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Copula Variational Bayes inference via information geometry
CVB for Gaussian mixture:
CVB for bivariate Gauss:
Reference:
Viet Hung Tran, "Copula Variational Bayes inference via information geometry", IEEE Trans. on information theory 2018 - https://arxiv.org/abs/1803.10998
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Matlab code for my paper "Copula Variational Bayes inference via information geometry", IEEE Trans. on information theory, 2018