Modèle 1 (Tabouy)
+Dénominateur pas correct, ne somme pas à 1.
\rho_r^j = \frac{\exp{\beta_r X_j\mathbf{1}_{\{r\neq R\}}}}{1+\sum_{s=1}^{R-1} \beta_s X_j}, \beta_R = 0 et \rho_R^{j} = \frac{1}{1+\sum_{s=1}^{R-1} \beta_s X_j} (pas de compréhension intuitive)
La partie pertinente de l’ELBO devient:
P((\beta_r)_{r=1,\dots,R}, (X_j)_{j=1,\dots,n_2}, (\tau_{jr})_{\substack{j=1,\dots,n_2\\r=1,\dots,R}} ) = \sum_{j=1}^{n_2} \sum_{r=1}^{R} [\tau_{jr} (\beta_r X_j \mathbb{1}_{r\neq R} - \log (1+\sum_{s=1}^{R-1} \beta_s X_j))]
@@ -324,7 +325,7 @@ Y_{i,j}&\mid Z_i = q, W_j = r \sim \mathcal{F}(\alpha_{qr})
Et on obtient la dérivée partielle par rapport à \beta_t comme: \begin{align*}
\dfrac{\partial P}{\partial \beta_t}&((\beta_r)_{r=1,\dots,R}, (X_j)_{j=1,\dots,n_2}, (\tau_{jr})_{\substack{j=1,\dots,n_2\\r=1,\dots,R}} ) = \sum_{j=1}^{n_2} \biggl[ \tau_{jt} X_j - \frac{X_j \exp{\beta_t X_j}}{\sum_{s=1}^{R} \exp{\beta_s X_j}} \biggr]\\
-& = \sum_{j=1}^{n_2} \biggl[\bigl(\tau_{jt} - \sigma(\pmb{\beta} \pmb{X})_{t,j}\bigr) X_j\biggr] = \sum_{j=1}^{n_2} \biggl[\bigl(\tau_{jt} - \rho_r^j \bigr) X_j\biggr]
+& = \sum_{j=1}^{n_2} \biggl[\bigl(\tau_{jt} - \sigma(\pmb{\beta} \pmb{X})_{t,j}\bigr) X_j\biggr] = \sum_{j=1}^{n_2} \biggl[\bigl(\tau_{jt} - \rho_t^j \bigr) X_j\biggr]
\end{align*}