The state space model is an important category of models for sequential data such as time series
In an inference problem, $p(z\vert x)$, which is used to infer $z$ from $x$. $$ p(z\vert x) = …
ELBO is an very important concept in variational methods
Kullback–Leibler divergence indicates the differences between two distributions
Reparametrize the sampling distribution to simplify the sampling
To generate complicated distributions step by step from a simple and interpretable distribution.