Evidence lower bound

In statistics, the evidence lower bound (ELBO, also variational lower bound) is the difference between the distribution of a latent variable and the distribution of the respective observed variable[1] (See Kullback–Leibler divergence)

References

  1. ↑ Yang, Xitong. "Understanding the Variational Lower Bound" (PDF). Institute for Advanced Computer Studies. University of Maryland. Retrieved 20 March 2018.
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