AI Theory – The Evidence Lower Bound (ELBO)
The Evidence Lower Bound (ELBO) Estimating the Marginal Distribution In scenarios where we do not have an analytical form of the marginal probability $p_\theta(x_n)$ but only have the joint probability $p_\theta(x_n, z)$, we need a method to estimate the marginal probability. This can be achieved using the following technique: $$p_\theta(x_n) Read more