Monte Carlo variational auto-encoders

Variational auto-encoders (VAE) are popular deep latent variable models which are trained by maximizing an Evidence Lower Bound (ELBO). To obtain tighter ELBO and hence better variational approximations, it has been proposed to use importance sampling to get a lower variance estimate of the evidence...

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Bibliographic Details
Main Authors: Thin, A, Kotelevskii, N, Durmus, A, Panov, M, Moulines, E, Doucet, A
Format: Conference item
Language:English
Published: Journal of Machine Learning Research 2021