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.
| Part of a series on |
| Bayesian statistics |
|---|
| Posterior = Likelihood × Prior ÷ Evidence |
| Background |
| Model building |
| Posterior approximation |
| Estimators |
| Evidence approximation |
| Model evaluation |
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