Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference.
Mike WuNoah D. GoodmanStefano ErmonPublished in: AISTATS (2019)
Keyphrases
- variance reduction
- variational inference
- monte carlo
- bayesian inference
- importance sampling
- posterior distribution
- sample size
- topic models
- probabilistic model
- variational methods
- mixture model
- latent dirichlet allocation
- markov chain monte carlo
- gaussian process
- closed form
- particle filter
- exponential family
- approximate inference
- markov chain
- objective function
- latent variables
- hyperparameters
- confidence intervals
- markov networks
- feature selection
- parameter estimation
- em algorithm
- support vector
- reinforcement learning
- bayesian networks