Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains.
Francisco J. R. RuizMichalis K. TitsiasA. Taylan CemgilArnaud DoucetPublished in: CoRR (2020)
Keyphrases
- markov chain
- gradient estimation
- variance reduction
- steady state
- monte carlo
- finite state
- transition probabilities
- stationary distribution
- markov process
- importance sampling
- random walk
- image segmentation
- markov model
- markov processes
- transition matrix
- state space
- probabilistic automata
- confidence intervals
- markov chain monte carlo
- maximum likelihood