Assignment 5 : Variational and Sampling Methods Unsupervised Learning
where y us a D-dimensional vector and I is the D×D identity matrix. Assume you have a data set of N i.i.d. observations of y, i.e. Y = {y, . . . ,y}. More details are provided in Appendix A. General Matlab hint: wherever possible, avoid looping over the data points. Many (but not all) of these functions can be written using matrix operations. In Matlab it’s much faster. Warning: Each question depends on earlier questions. Start as soon as possible. Hand in: Derivations, code and plots.