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Mean Field Variational Family

Mean field variational family assumes the joint posterior over latent variables factorizes into independent pieces q(z) = ∏ q_i(z_i).

#mean field#variational inference#elbo+11
📚TheoryAdvanced

Variational Inference Theory

Variational Inference (VI) replaces an intractable posterior with a simpler distribution and optimizes it by minimizing KL divergence, which is equivalent to maximizing the ELBO.

#variational inference
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Filtering by:
#posterior approximation
#elbo
#kl divergence
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