Rejection Sampling Variational Inference

arXiv: Machine Learning, 2016.

Cited by: 0|Views42

Abstract:

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization trick is applicable when we can simulate a random variable by applying a (differentiable) determini...More

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