statsmodels.genmod.bayes_mixed_glm.PoissonBayesMixedGLM.vb_elbo

PoissonBayesMixedGLM.vb_elbo(vb_mean, vb_sd)

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

Parameters:

vb_meanndarray

The mean vector of the variational approximation, packed as fixed effects parameters, then variance component parameters, then random effect realizations.

vb_sdndarray

The standard deviation vector of the variational approximation, packed in the same order as vb_mean.

Returns:

float

The evidence lower bound value.