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Variational Bayesian methods approximate intractable integrals found in Bayesian inference and machine learning. Primarily, these methods serve one of two purposes: Approximating the posterior distribution, or bounding the marginal likelihood of observed data.

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What is the objective of a variational autoencoder (VAE)?

I have read a lot of literature on VAE's and I have understood the basic set-up. However, I still don't know what the overall goal is. The basic set-up is that we have a dataset of observations $\pmb{ …
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