Calculate the Evidence Lower Bound (ELBO)

Source: R/vb_gmm_cavi.R

Calculate the Evidence Lower Bound (ELBO)

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.