A Contrastive Divergence for Combining Variational Inference and MCMC
international conference on machine learning, 2019.
We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To make inference tractable, we introduce the variational contrastive divergence (VCD), a new divergence...More
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