Calculate the Evidence Lower Bound (ELBO)
Usage
VB_GMM_ELBO(X, p, n, q_post, prior)
Arguments
- X
n x p data matrix (or data frame that will be converted to a matrix).
- p
number of parameters
- n
number of rows
- q_post
A list of the fitted posterior Q family at iteration t.
- prior
Prior for the GMM parameters.
Value
elbo the Evidence Lower Bound at iteration t following E and M steps.