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Diffstat (limited to 'posts/2019-02-14-raise-your-elbo.md')
| -rw-r--r-- | posts/2019-02-14-raise-your-elbo.md | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/posts/2019-02-14-raise-your-elbo.md b/posts/2019-02-14-raise-your-elbo.md index d4e2227..2a59c53 100644 --- a/posts/2019-02-14-raise-your-elbo.md +++ b/posts/2019-02-14-raise-your-elbo.md @@ -60,7 +60,7 @@ It achieves minimum $0$ when $p = q$. If $p$ can be further written as -$$p(x) = {w(x) \over Z}$$ +$$p(x) = {w(x) \over Z}, \qquad (0)$$ where $Z$ is a normaliser, then @@ -96,6 +96,8 @@ w &= p(x, z; \theta)\\ q &= q(z) \end{aligned}$$ +and the dummy variable $x$ in (0) is substituted with $z$. + Fully Bayesian VI, often just called VI, has the following instantiations: @@ -105,6 +107,8 @@ w &= p(x, z, \theta) \\ q &= q(z, \theta) \end{aligned}$$ +and $x$ in (0) is substituted with $(z, \theta)$. + In both cases $\theta$ are parameters and $z$ are latent variables. **Remark on the naming of things**. |