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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 | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/posts/2019-02-14-raise-your-elbo.md b/posts/2019-02-14-raise-your-elbo.md index e692894..a3dc0db 100644 --- a/posts/2019-02-14-raise-your-elbo.md +++ b/posts/2019-02-14-raise-your-elbo.md @@ -112,7 +112,7 @@ The term \"variational\" comes from the fact that we perform calculus of variations: maximise some functional ($L(w, q)$) over a set of functions ($q$). Note however, most of the VI / VB algorithms do not concern any techniques in calculus of variations, but only uses Jensen\'s inequality -/ the fact the $D(p, q)$ reaches minimum when $p = q$. Due to this +/ the fact the $D(q||p)$ reaches minimum when $p = q$. Due to this reasoning of the naming, EM is also a kind of VI, even though in the literature VI often referes to its fully Bayesian version. |