I am trying to implement Gaussian Mixture model with stochastic variational inference, following this paper.
This is the pgm of Gaussian Mixture.
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!