Variational EM Algorithms for Non-Gaussian Latent Variable Models
- Jason Palmer ,
- David Wipf ,
- Kenneth Kreutz-Delgado ,
- Bhaskar D. Rao
Advances in Neural Information Processing Systems 18, MIT Press, 2006. |
We consider criteria for variational representations of non-Gaussian latent variables, and derive variational EM algorithms in general form. We establish a general equivalence among convex bounding methods, evidence based methods, and ensemble learning/Variational Bayes methods, which has previously been demonstrated only for particular cases.