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Add VGP model and CompositeLikelihood#42

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bwengals wants to merge 3 commits into
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vgp
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Add VGP model and CompositeLikelihood#42
bwengals wants to merge 3 commits into
mainfrom
vgp

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@bwengals

@bwengals bwengals commented Jun 24, 2026

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Implements VGP (Opper-Archambeau full variational GP) for non-Gaussian likelihoods without inducing points, plus a CompositeLikelihood combinator for per-observation likelihood factors. See #39 for motivation and design.

Two commits: the VGP model and ELBO, then the CompositeLikelihood combinator. Full tests/ suite passes.

Closes #39.

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Add VGP: variational Gaussian inference for non-Gaussian likelihoods without inducing points

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