[Topic-models] derivation of updates for variance parameters in variational Kalman filtering

Ayan Acharya aacharya at utexas.edu
Tue May 30 18:17:12 EDT 2017


Hello,

Is there any derivation for the updates of the variational "variance
parameters" (the \nu^hat_t's) for the following papers?

1. Dynamic topic model  --
https://mimno.infosci.cornell.edu/info6150/readings/dynamic_topic_models.pdf
2. Continuous time dynamic topic model  --
http://www.cs.columbia.edu/~blei/papers/WangBleiHeckerman2008.pdf

I'm trying to implement these models myself and having a hard time deriving
some of the updates. Any help will be much appreciated.

Thanks,
Ayan Acharya
http://aacharya.github.io/
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