Theoretical Study on the Evidential Learning-based Variational Autoencoder
A normal--inverse-gamma (NIG) latent hierarchy has four parameters, but its induced latent law does not identify all four. For $\sigma^2\sim\mathrm{InvGamma}(\alpha,\beta)$, $\mu\mid\sigma^2\sim\mathcal{N}(\gamma,\sigma^2/\nu)$, and $z\mid\mu,\sigma^2\sim\mathcal{N}(\mu,\sigma^2)$, the marginal law of $z$ depends on $(...