Variational Bayesian methods: Difference between revisions

Revision as of 01:42, 17 August 2023

Revision as of 01:43, 17 August 2023

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==A more complex example==

[[File:bayesian-gaussian-mixture-vb.svg|right|300px|thumb|Bayesian Gaussian mixture model using [[plate notation]]. Smaller squares indicate fixed parameters; larger circles indicate random variables. Filled-in shapes indicate known values. The indication [K] means a vector of size ''K''; [''D'',''D''] means a matrix of size ''D''×''D''; ''K'' alone means a [[categorical variable]] with ''K'' outcomes. The squiggly line coming from ''z'' ending in a crossbar indicates a ''switch'' — the value of this variable selects, for the other incoming variables, which value to use out of the size-''K'' array of possible values.]]

Imagine a Bayesian [[Gaussian mixture model]] described as follows:<ref>{{cite nameweb|last=bishopNguyen|first=Duy|title= AN IN DEPTH INTRODUCTION TO VARIATIONAL BAYES NOTE|url=https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4541076|access-date=15 August 2023}}</ref>:

:<math>