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The marginal distribution refers to the probability distribution of a subset of variables contained in a joint distribution.

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Is it circular reasoning to compute the ELBO using MCMC?

Let's say we have a posterior distribution $q(\theta) = p(\theta \mid D, \mathcal{M})$ over parameters $\theta$ given data $D$ and a model $\mathcal{M}$. As is often the case, computing $q$ is hard, b …
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