Expand this integral: $L(q) = \int \prod_{i=1}^{K} q_{i}(\theta_{i}) log\left( \frac{p(\theta,x)}{\prod_{i=1}^{K} q_{i}(\theta_{i})} \right) d \theta$

29 Views Asked by At

Suppose we have the following integral:

$$ L(q) = \int q(\theta) log\left( \frac{p(\theta,x)}{q(\theta)} \right) d \theta$$

Letting $q(\theta) = \prod_{i=1}^{K} q_{i}(\theta_{i})$, we have:

$$ L(q) = \int \prod_{i=1}^{K} q_{i}(\theta_{i}) log\left( \frac{p(\theta,x)}{\prod_{i=1}^{K} q_{i}(\theta_{i})} \right) d \theta$$

Expanding this, we get:

$$ L(q) = \int q_{j}(\theta_{j}) \left[ \int \prod_{i=1, i \neq j}^{K} q_{i}(\theta_{i}) log(p(\theta_{i}, x)) d\theta_{i} \right] d \theta_{j} - \int \prod_{i=1}^{K} q_{i}(\theta_{i}) \sum_{i=1}^{K} log(q_{i}(\theta_{i})) d\theta$$


Question 1:

The authors then let:

$$ log(\tilde{p}( \theta, x )) = \int \prod_{i=1, i \neq j}^{K} q_{i}(\theta_{i}) log(p(\theta_{i}, x)) d\theta_{i} + C$$

And they say

$$ L(q) = \int q_{j}(\theta_{j}) log(\tilde{p}( \theta, x )) d \theta_{j} - \int \prod_{i=1}^{K} q_{i}(\theta_{i}) \sum_{i=1}^{K} log(q_{i}(\theta_{i})) d\theta$$

The question here is: Where do they get the C from? Is it just because the integral is indefinite? But isn't that expression just the expectation of $log(p(\theta,x))$ over $\tilde{q}(\theta) = \prod_{i=1, i\neq j}^{K} q_{i}(\theta_{i})$?


Question 2

How do we expand the second part? The authors say:

$$ L(q) = \int q_{j}(\theta_{j}) \left[ \int \prod_{i=1, i \neq j}^{K} q_{i}(\theta_{i}) log(p(\theta_{i}, x)) d\theta_{i} \right] d \theta_{j} - \int q_{j}(\theta_{j}) log(q_{j}(\theta_{j})) d\theta_{j} + C$$

I understand that the C here is to account for all the other things not dependent on $q_{j}(\theta_{j})$.

I can expand and get:

$$ \int \prod_{i=1}^{K} q_{i}(\theta_{i}) \sum_{i=1}^{K} log(q_{i}(\theta_{i})) d\theta = \sum_{k=1}^{K} \prod_{i=1}^{K} q_{i}(\theta_{i}) log(q_{i}(\theta_{i})) d\theta_{i} $$

But how do we deal with the double summation over the same index? What is going on here? How did they get that $q_{j}(\theta_{j})$ term out and what is the full expansion actually?