Variational Inference: Lower Bound and ELBO

In course

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Description

This lecture covers the concept of variational inference, focusing on the lower bound and Evidence Lower Bound (ELBO). It explains the Jensen's inequality, the E-step, and the M-step in the context of Mixure of Gaussians. The lecture also discusses the Markov chain Monte Carlo (MCMC) method for sampling from complex probability distributions.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_22morlcb

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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