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To grok the ELBO, don't start with VAEs; start with basic variational inference. https://arxiv.org/abs/1601.00670 is good, though maybe increasingly dated...Once you're happy with VI in general, https://arxiv.org/abs/1606.05908 is a nice read on the VAE.


Thank you! Do you have any recommendations for educational resources at an even more basic level of understanding of variational inference? The first paper you mentioned is "for statisticians", and it seems pretty dense to me on the first glance. My current level is somewhere at the first undergrad pstat course.


Oh yeah that's gonna be a dense read then :)

I really like Kevin Murphy's books. I learned a lot from them when I was getting started on this stuff. He's just released a two part follow up to his 2012 book. Both parts are available online.

I also really like David Mackay's book (also free online). It's...idiosyncratic. But fantastic!

Best of luck with your learning! Start simple, go slow. Write code every step of the way!! ^_^




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