Evidence lower bound

In variational Bayesian methods, the evidence lower bound (often abbreviated ELBO, also sometimes called the variational lower bound or negative variational free energy) is a useful lower bound on the log-likelihood of some observed data. The ELBO is useful because it provides a guarantee on the worst-case for the log-likelihood of some distribution (e.g.

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Evidence lower bound

In variational Bayesian methods, the evidence lower bound (often abbreviated ELBO, also sometimes called the variational lower bound or negative variational free energy) is a useful lower bound on the log-likelihood of some observed data. The ELBO is useful because it provides a guarantee on the worst-case for the log-likelihood of some distribution (e.g.

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Source: Wikipedia "Evidence lower bound" · CC BY-SA 4.0

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