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Variational Inference
Machine Learning Mathematical Derivations (14): Variational Inference and Variational EM
A first-principles derivation of variational inference. From the ELBO identity and the mean-field assumption to the CAVI updates, variational EM, and the reparameterization trick that powers VAEs.
PDE and Machine Learning (4): Variational Inference and the Fokker-Planck Equation
Variational inference and Langevin MCMC are two faces of the same Fokker-Planck PDE. We derive the equivalence, build SVGD as an interacting-particle approximation, and quantify convergence under log-Sobolev …