Variational Bayesian Methods - Exponential-family Distributions

Exponential-family Distributions

Note that in the previous example, once the distribution over unobserved variables was assumed to factorize into distributions over the "parameters" and distributions over the "latent data", the derived "best" distribution for each variable was in the same family as the corresponding prior distribution over the variable. This is a general result that holds true for all prior distributions derived from the exponential family.