I am trying to implement Gaussian Mixture model with stochastic variational inference, following this paper.

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This is the pgm of Gaussian Mixture.

According to the paper, the full algorithm of stochastic variational inference is: enter image description here

And I am still very confused of the method to scale it to GMM.

First, I thought the local variational parameter is just $q_z$ and others are all global parameters. Please correct me if I was wrong. What does the step 6 mean by as though Xi is replicated by N times? What am I supposed to do to achieve this?

Could you please help me with this? Thanks in advance!

  • $\begingroup$ Maybe you can grab some technique form here $\endgroup$ – Vincenzo Lavorini Nov 22 '18 at 13:52

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