{"provider_url":"https://hatena.blog","categories":["\u7406\u8ad6"],"title":"\u5909\u5206\u6cd5\u3092\u3054\u307e\u304b\u3055\u305a\u306b\u5909\u5206\u30d9\u30a4\u30ba\u306e\u8aac\u660e\u3092\u3059\u308b","url":"https://statmodeling.hatenablog.com/entry/variational-bayesian-inference-1","type":"rich","provider_name":"Hatena Blog","blog_url":"https://statmodeling.hatenablog.com/","version":"1.0","published":"2016-01-23 00:00:00","author_url":"https://blog.hatena.ne.jp/StatModeling/","width":"100%","height":"190","blog_title":"StatModeling Memorandum","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fstatmodeling.hatenablog.com%2Fentry%2Fvariational-bayesian-inference-1\" title=\"\u5909\u5206\u6cd5\u3092\u3054\u307e\u304b\u3055\u305a\u306b\u5909\u5206\u30d9\u30a4\u30ba\u306e\u8aac\u660e\u3092\u3059\u308b - StatModeling Memorandum\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","description":"Stan\u3067ADVI\u304c\u4f7f\u3048\u308b\u3088\u3046\u306b\u306a\u3063\u305f\u306e\u3067\u3001\u5909\u5206\u30d9\u30a4\u30ba\u306e\u57fa\u790e\u306f\u6291\u3048\u3066\u304a\u304d\u305f\u3044\u306a\u3041\u3068\u601d\u3063\u3066\u6700\u8fd1\u5b66\u3093\u3067\u3044\u307e\u3057\u305f\u3002\u81ea\u5206\u5411\u3051\u306e\u30e1\u30e2\u3068\u3057\u3066\u6b8b\u3057\u307e\u3059\u3002 \u5bfe\u6570\u5468\u8fba\u5c24\u5ea6\u30fb\u5909\u5206\u4e0b\u9650\u30fbKL\u60c5\u5831\u91cf \u76ee\u7684\u306f\u4e8b\u5f8c\u5206\u5e03\u306e\u6700\u3082\u3088\u3044\u8fd1\u4f3c\u3068\u306a\u308b\u3092\u6c42\u3081\u308b\u3053\u3068\u3067\u3059\u3002\u306b\u306f\u3042\u3068\u3067\u56e0\u5b50\u5206\u89e3\u53ef\u80fd\u3068\u3044\u3046\u6761\u4ef6\u3092\u5165\u308c\u307e\u3059\u3002 \u30a4\u30a8\u30f3\u30bb\u30f3\u306e\u4e0d\u7b49\u5f0f\u3092\u4f7f\u3063\u3066\u3001\u5bfe\u6570\u5468\u8fba\u5c24\u5ea6\u3092\u4e0b\u304b\u3089\u8a55\u4fa1\u3059\u308b\u3068\u3001 \u3092\u5909\u5206\u4e0b\u9650\u3068\u547c\u3073\u307e\u3059\u3002\u4efb\u610f\u306e\u95a2\u6570\u306e\u95a2\u6570\u3067\u3059\u3002\u5bfe\u6570\u5468\u8fba\u5c24\u5ea6\u306fevidence\u3068\u3082\u547c\u3070\u308c\u308b\u305f\u3081\u3001\u5909\u5206\u4e0b\u9650\u306fevidence lower bound\u3001\u7565\u3057\u3066ELBO\u3068\u3082\u547c\u3070\u308c\u307e\u3059\u3002\u5bfe\u6570\u5468\u8fba\u5c24\u5ea6\u3068\u5909\u5206\u4e0b\u9650\u306e\u5dee\u306f\u3001 \u3068\u306a\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3068\u4e8b\u5f8c\u5206\u5e03\u306eKL\u60c5\u5831\u91cf\uff08Kullback\u2026","image_url":"https://blog.st-hatena.com/images/theme/og-image-1500.png","author_name":"StatModeling"}