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Inference as an Optimization Problem
Exact inference can be described as an optimization problem. Thus, approximate inference algorithms can be derived by approximating the underlying optimization. We assume a probabilistic model consisting of observed variables and latent variables . Sometimes it is too difficult to compute the log-probability () of the observed data, so we can instead compute a lower bound on , called the evidence lower bound (ELBO), or the negative variational free energy.
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Updated 2021-07-29
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Data Science