Variational Bayes Made Easy

04/27/2023

∙

by   Mohammad Emtiyaz Khan, et al.

∙

0

∙

share

Variational Bayes is a popular method for approximate inference but its derivation can be cumbersome. To simplify the process, we give a 3-step recipe to identify the posterior form by explicitly looking for linearity with respect to expectations of well-known distributions. We can then directly write the update by simply “reading-off” the terms in front of those expectations. The recipe makes the derivation easier, faster, shorter, and more general.