Supplementary Material: The Variational Coupled Gaussian Process Dynamical Model
نویسندگان
چکیده
To simplify the optimization of such terms, we would like to carry out the optimization with respect to the density q(u) analytically, so as to remove the dependency on q(u). To this end, we calculate for the optimal variational q∗(u) in the above equation. This approach was suggested in [1], however, it is not well described there. Here we give an extended derivation. A necessary condition for maximality is a vanishing functional derivative under the constraint that the density q(u) is normalized to one: ∫ q(u)du− 1 = 0 (S2)
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