Archive for July, 2010
July 18, 2010 Leave a comment
This note is aimed for a beginner for variational EM algorithm. The note contains the following contents:
- motivation of variational EM
- Derivation in details
- Geometrical meaning of using KL divergence in variational EM
- Traditional EM vs. variational EM
Please download the note here. Your comments and suggestions are very appreciated.