The ExponentialFamilyProjection.jl package offers a suite of functions for projecting an arbitrary (un-normalized) log probability density function onto a specified member of the exponential family (e.g., Gaussian, Beta, Bernoulli). This is achieved by optimizing the natural parameters of the exponential family member within a defined manifold. The library leverages Manopt.jl for optimization and utilizes ExponentialFamilyManifolds.jl to define the manifolds corresponding to the members of the exponential family.
For detailed information and usage examples, please refer to the documentation.