🎓 Math Rationale for ELBO/KL in Bayesian Inference and VAEs
Marginal likelihood is often intractable in Bayesian Inference. Thus ELBO is used as a lower bound to the log marginal likelihood. I derives the ELBO and KL divergence in Bayesian inference, and shows how they are used in Variational Autoencoders (VAEs).
May 27, 2025
