Variational Bayes is a popular method for approximate inference but its derivation can be cumbersome. To simplify the process, we give a 3-step recipe to identify the posterior form by explicitly looking for linearity with respect to expectations of well-known distributions. We can then directly write the update by simply ``reading-off'' the terms in front of those expectations. The recipe makes the derivation easier, faster, shorter, and more general.
翻译:变分贝叶斯是一种流行的近似推断方法,但其推导过程可能较为繁琐。为简化这一过程,我们提出一种三步法:通过明确识别与已知分布期望值相关的线性关系,直接确定后验形式。随后,通过简单"读取"这些期望值前的项,即可直接写出更新公式。该方法使推导更简易、更快速、更简洁且更具普适性。