computeELBO {mixedMem}

Compute a lower bound on the log-likelihood (ELBO)

Description

computeELBO computes the variational lower bound on the log-likelihood, also called the ELBO, for a mixed membership model.

Usage

computeELBO(model)

Arguments

model

a mixedMemModel object created by the mixedMemModel constructor.

Details

The lower bound (ELBO) is the objective function in the variational EM algorithim. It is a function of the latent variables (\phi and \delta) and the parameters (\alpha and \theta) that be derived from Jensen's inequality:

E_Q{\log[p(X,Z, \Lambda)]} - E_Q{\log[Q(Z, \Lambda|\phi, \delta)]} \le\log P(obs |\alpha, \theta)

Value

computeELBO returns the lower bound on the log-likelihood, a real number.