Importance Weighted Hierarchical Variational Inference

NeurIPS 2019 Artem SobolevDmitry Vetrov

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior distribution. In turn, the expressivity of the variational family is largely limited by the requirement of having a tractable density function... (read more)

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