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{title2=$\operatorname{ELBO}$}
{wiki}

For posterior proportional to $L(\theta)\pi(\theta)$ and approximation $q$,
$$
\operatorname{ELBO}(q)=\mathbb E_q\log L(\theta)-D_{\mathrm{KL}}(q\Vert\pi),
$$
and $\log Z=\operatorname{ELBO}(q)+D_{\mathrm{KL}}(q\Vert p(\theta\mid y))$.


Evidence lower bound

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 219 / 4 / b / i / Solution

Evidence lower bound ( $ELBO$ )

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