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========================================================= Stochastic EP for mixture of Gaussians (MoG) clustering

Author: Yingzhen Li

Comparing EP/ADF/SEP approximations of the posterior of the mean of Gaussian components. Details in the paper

Yingzhen Li, Jose Miguel Hernandez-Lobato and Richard E. Turner. "Stochastic Expectation Propagation". arXiv:1506.04132 http://arxiv.org/abs/1506.04132

Some of the codes are adjusted from:

ep-stan https://github.com/gelman/ep-stan

try_bvn_ellipse.py https://groups.google.com/d/msg/pystatsmodels/CmokUHssWiA/t1GOcI4dXkgJ

Required packages:

Stan http://mc-stan.org/

pystan http://pystan.readthedocs.org/en/latest/index.html

To run the demo, type

python demo.py num_train_data dim_data num_clusters


python demo.py 200 4 4