The bound in VI is concave (and other typos/errors if found)

[maremita]

[Version: 2023-04-01]

In page 451, just before Algorithm 10.4:

Convergence is guaranteed since the bound is convex wrt each of the factors $q_i$ [Bis06, p. 466].

The bound (ELBO) should be concave wrt each of the factor $q_i$.

Thanks.

[maremita]

[Version: 2023-04-01]

In the bibliography, reference : [Gre98] P. Green. “ Reversible Jump Markov Chain Monte Carlo computation and Bayesian model determination”. In: Biometrika 82 (1998), pp. 711–732. The year of publication should be 1995.

Link to the paper

Thanks.

[murphyk]

fixed