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Tagged with approximate-bayesian-computation probability
2 questions
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How to solve for an unkown probability distribution within a hierarchical model?
The Problem
Given probability distributions $P(\theta)$ and $P(X)$, and given an inverse function $Y=f^{-1}(X,\theta)$ that returns a unique $Y$. How can one estimate the unkown distribution $P(Y)$ in ...
- 11
1
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Choice of approximate posterior in variational inference with positive support
I have a simple probabilistic graphical model: $z \longrightarrow x$ where $z_i \sim Exp\left(\lambda_i\right)$ where subscript $i$ denotes the $i$th dimension and $x|z \sim \mathcal{N}\left(f\left(z\...
- 141