Variance Reduction in Black-box Variational Inference by Adaptive Importance Sampling.

Ximing Li Changchun Li Jinjin Chi Jihong Ouyang

Published in: IJCAI (2018)

Keyphrases

black box
importance sampling
variance reduction
monte carlo
posterior distribution
approximate inference

markov chain
kalman filter
particle filter
particle filtering
markov chain monte carlo
closed form

bayesian inference
probability distribution
sample size
graphical models
gaussian process
bayesian framework

visual tracking
computer vision
mixture model
distributed systems
bayesian networks