Documentation for vittles

“Variational inference tools to leverage estimator sensitivity” or vittles.

This is a library (very much still in development) intended to make sensitivity analysis easier for optimization problems.

The purpose is to automate much of the boilerplate required to perform optimization and sensitivity analysis for statistical problems that employ optimization or estimating equations.

For additional background and motivation, see the following papers:

Covariances, Robustness, and Variational Bayes
Ryan Giordano, Tamara Broderick, Michael I. Jordan
https://arxiv.org/abs/1709.02536

A Swiss Army Infinitesimal Jackknife
Ryan Giordano, Will Stephenson, Runjing Liu, Michael I. Jordan, Tamara Broderick
https://arxiv.org/abs/1806.00550

Evaluating Sensitivity to the Stick Breaking Prior in Bayesian Nonparametrics
Runjing Liu, Ryan Giordano, Michael I. Jordan, Tamara Broderick
https://arxiv.org/abs/1810.06587