[Information Theory] L14: Approximating Probability Distributions (IV): Variational Methods

 

 

alternatively update Q_{miu} and Q_{sigma}

 

 

 another example is the spin system:

a nasty thing here is the coupling term in E(x;J)

and we use another decoupling Q(x;a) to fit 

 

two spin system example:

 

less on {-1,1} and {1,-1}, higher on {-1,-1} and {1,1}