Unbiased gradient estimation for variational auto-encoders using coupled Markov chains.
Francisco J. R. RuizMichalis K. TitsiasA. Taylan CemgilArnaud DoucetPublished in: UAI (2021)
Keyphrases
- markov chain
- gradient estimation
- steady state
- variance reduction
- monte carlo
- random walk
- finite state
- transition probabilities
- markov process
- stationary distribution
- markov processes
- markov model
- image segmentation
- confidence intervals
- state space
- importance sampling
- transition matrix
- markov chain monte carlo
- probabilistic automata