Structured Variational
Optimize the energy function over a family $ \mathcal{Q} $, which is
- chosen to be computationally tractable
- hence, not sufficiently expressive to capture all of the info in $ P_\Phi $.
Find $ Q \in \mathcal{Q} $
maximizing $ F[\tilde{P_\Phi}, Q] $
Mean Field Approximation
Mean Field Assumption
$$
Q(\mathcal{X}) = \prod_i Q(X_i)
$$