Variational Inference. Find q(z;φ) ≈ p(z|x) by maximizing ELBO = E[log p] − KL(q‖p). The ellipse = 1σ and 2σ contours of q. Full covariance captures correlations.
Variational Inference - Interactive Visualization
Variational inference approximates intractable posteriors with a simpler distribution q(z;φ). We optimize φ to maximize the ELBO = E_q[log p(x,z)] - KL(q||p). The ELBO is tractable and acts as a lower bound on log p(x). This visualization shows q(z) (Gaussian) moving to approximate a complex target p(z|x), with ELBO increasing as KL decreases.
Watch Gaussian q(z) optimize toward a complex target distribution
See ELBO increasing over optimization iterations
Understand ELBO = reconstruction term - KL(q||p)
Compare diagonal Gaussian vs full covariance approximation quality
Foundation for VAEs, AEVB algorithm, and scalable Bayesian inference
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