statsmodels.genmod.bayes_mixed_glm.PoissonBayesMixedGLM.vb_elbo_base

PoissonBayesMixedGLM.vb_elbo_base(h, tm, fep_mean, vcp_mean, vc_mean, fep_sd, vcp_sd, vc_sd)

Returns the evidence lower bound (ELBO) for the model.

This function calculates the family-specific ELBO function based on information provided from a subclass.

Parameters

hfunction mapping 1d vector to 1d vector

The contribution of the model to the ELBO function can be expressed as y_i*lp_i + Eh_i(z), where y_i and lp_i are the response and linear predictor for observation i, and z is a standard normal random variable. This formulation can be achieved for any GLM with a canonical link function.