Content deleted Content added
Mateen Ulhaq (talk | contribs) →KL divergence: fix: Q from P is consistent with Wikipedia's article on KL Divergence. Tags: Mobile edit Mobile web edit |
MishchenkoA (talk | contribs) |
||
Line 185:
Assume that <math>q(\mu,\tau) = q(\mu)q(\tau)</math>, i.e. that the posterior distribution factorizes into independent factors for <math>\mu</math> and <math>\tau</math>. This type of assumption underlies the variational Bayesian method. The true posterior distribution does not in fact factor this way (in fact, in this simple case, it is known to be a [[Gaussian-gamma distribution]]), and hence the result we obtain will be an approximation.
===Derivation of
Then
| |||