variational Bayes

(1.8 hours to learn)


Bayesian parameter estimation often results in an intractable posterior over model parameters. Variational Bayes is an application of variational inference (in particular, mean field) to approximating the marginals over parameters as well as the marginal likelihood.


This concept has the prerequisites:

Core resources (read/watch one of the following)


Supplemental resources (the following are optional, but you may find them useful)


See also