ELBO
[Jensen’s Inequality](https://texonom.com/jensens-inequality-892c7bc3e16c40c897ad6549e8f0ec41) 


## Evidence of Lower BOund
**variational lower bound**
minimize [KL Divergence](https://texonom.com/kl-divergence-c7964872f5184a7baaf312605405aef6) between $P(x|\theta)$  and $Q(x)$
$$ELBO(x, Q, \theta) = \Sigma_zQ(z)log\frac{p(x,z;\theta)}{Q(z)}$$
That is, $log \; p(x;\theta) \ge ELBO(x,Q,\theta), \forall Q, \theta, x$




> [변분추론(Variational Inference) · ratsgo's blog](https://ratsgo.github.io/generative%20model/2017/12/19/vi/)






