Machine Learning Trick of the Day (4): Reparameterisation Tricks 6

Machine Learning Trick of the Day (4): Reparameterisation Tricks
Our ability to rewrite statistical problems in an equivalent but different form, to reparameterise them, is one of the most general-purpose tools we have in mathematical statistics. We used reparameterisation in all the tricks we explored in this series so far: trick 1 re-expressed a log-partition function in terms of copies (replicas) of the marginal probability, trick 2 re-expressed a ...