From ea8ab1d0efa17826ba2d151e09026950fd1cd738 Mon Sep 17 00:00:00 2001
From: jeanpouget-abadie <jean.pougetabadie@gmail.com>
Date: Fri, 11 Dec 2015 13:59:56 -0500
Subject: VI gaussian stuff one formula, going for lunch

---
 finale/sections/bayesian.tex | 24 ++++++++++++++----------
 1 file changed, 14 insertions(+), 10 deletions(-)

(limited to 'finale/sections/bayesian.tex')

diff --git a/finale/sections/bayesian.tex b/finale/sections/bayesian.tex
index efc1526..1426c97 100644
--- a/finale/sections/bayesian.tex
+++ b/finale/sections/bayesian.tex
@@ -104,17 +104,21 @@ where $\mathcal{N}^+(\cdot)$ is a gaussian truncated to lied on $\mathbb{R}^+$
 since $\Theta$ is a transformed parameter $z \mapsto -\log(1 - z)$. This model
 is represented in the graphical model of Figure~\ref{fig:graphical}.
 
-The product-form of the prior implies that the KL term is entirely decomposable:
+The product-form of the prior implies that the KL term is entirely decomposable.
+Since an easy closed-form formula exists for the KL divergence between two
+gaussians, we approximate the truncated gaussians by their non-truncated
+counterpart.
 \begin{equation}
-  \text{KL}(q_{\mathbf{\Theta'}}, p_{\mathbf{\Theta}}) = \sum_{ij}
+  \label{eq:kl}
+  \begin{split}
+    \text{KL}(q_{\mathbf{\Theta'}}, p_{\mathbf{\Theta}}) &= \sum_{ij}
   KL\left(\mathcal{N}^+(\mu_{ij}, \sigma_{ij}), \mathcal{N}^+(\mu^0_{ij},
-  \sigma^0_{ij})\right)
+  \sigma^0_{ij})\right) \\
+  &\approx \sum_{ij}  \log \frac{\sigma^0_{ij}}{\sigma_{ij}} +
+  \frac{\sigma^2_{ij} + {(\mu_{ij} - \mu_{ij}^0)}^2}{2{(\sigma^0_{ij})}^2}
+  \end{split}
 \end{equation}
 
-ince an easy closed-form formula exists for the KL divergence between two
-gaussians, we approximate the truncated gaussians by their non-truncated
-counterpart. \begin{equation}
-  \label{eq:kl}
-  \text{KL}(q_{\mathbf{\Theta'}}, p_{\mathbf{\Theta}}) \approx \sum_{i,j} \log
-  \frac{\sigma^0_{ij}}{\sigma_{ij}} + 
-\end{equation}
+Reparametrization trick
+Batches
+Algorithm
-- 
cgit v1.2.3-70-g09d2

