The prior probabilities of discrete variables with possible values
can be assigned from
continuous valued signals
using
soft-max prior:
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(10) |
![]() |
(11) | ||
![]() |
(12) |
For latent discrete variables there are no restrictions to the
posterior approximation . The term
in the cost
function arising from
is simply the negative
entropy of
.
The update of is analogous to Gaussian variables: the gradient
of
w.r.t. the vector
with
is
assumed to arise from a linear term
,
where
denotes the value of
assuming that
. The linearity assumption holds exactly if the value of the
discrete node propagates only to Gaussian variables (through switches)
and corresponds to an upper bound of the cost function if the values
are used by other discrete variables with soft-max prior. It can be
shown that at the minimum of the cost function it holds
.