Eric Jang: A Beginner's Guide to Variational Methods: Mean-Field Approximation
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Variational Bayeisan (VB) Methods are a family of techniques that are very popular in statistical Machine Learning. VB methods allow us to r...
Eric Jang: A Beginner's Guide to Variational Methods: Mean-Field Approximation Sunday, August 7, 2016 A Beginner's Guide to Variational Methods: Mean-Field Approximation Variational Bayeisan (VB) Methods are a family of techniques that are very popular in statistical Machine Learning. VB methods allow us to re-write statistical inference problems (i.e. infer the value of a random variable given the value of another random variable) as optimization problems (i.e. find the parameter values that minimize some objective function). This inference-optimization duality is powerful because it allows u
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