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Variational Bayesian inference in Bayes blocks

In this section we give equations needed for computation with the nodes introduced in Section 3. Generally speaking, each node propagates to the forward direction a distribution of its output given its inputs. In the backward direction, the dependency of the cost function (5) of the children on the output of their parent is propagated. These two potentials are combined to form the posterior distribution of each variable. There is a direct analogy to Bayes rule (1): the prior (forward) and the likelihood (backward) are combined to form the posterior distribution. We will show later on that the potentials in the two directions are fully determined by a few values, which consist of certain expectations over the distribution in the forward direction, and of gradients of the cost function w.r.t. the same expectations in the backward direction.

In the following, we discuss in more detail the properties of each node. Note that the delay node does actually not process the signals, it just rewires them. Therefore no formulas are needed for its associated the expectations and gradients.



Subsections
next up previous
Next: Gaussian node Up: Building Blocks for Variational Previous: Delay node
Tapani Raiko 2006-08-28