Generative model Generative model is a model for generating all variables including outputs. I will give a very simple example with strong assumptions.
Data $\boldsymbol{x^{(n)} } $ are generated by an unknown matrix, $\boldsymbol{G}$.
$$ \boldsymbol{x} = \boldsymbol{G}~\boldsymbol{s} $$
The goal is to find the source variable $\boldsymbol{s}$.
we assume that the number of sources is equal to the number of observations We assume that the latent variables are independently distributed, with marginal distributions We assume that the vector $\boldsymbol{x}$ is generated without noise for simplicity.
