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Dear all,

my question is simple: can the Free Energy, the objective function maximized by Variational Bayes, be positive? 

Since it is a lower bound to the log-model evidence, my guess is that it cannot be positive as the log of a probability is negative. Nevertheless, I am sometimes obtaining positive values and I do not know if there is a problem in my code, if there is a numerical issue due to round off or if actually the Free Energy could be positive.

To note, the scheme I am using is the one proposed here, http://dx.doi.org/10.1109/TSP.2008.2005752, with conjugate prior and thus without Laplace approximation.

Any suggestion will be much appreciated!

Matteo Tonietto
Department of Information Engineering
University of Padova, Italy
http://fair.dei.unipd.it/matteo-tonietto/