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Aug, 2023
基于分数匹配的半隐式变分推断
Semi-Implicit Variational Inference via Score Matching
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Longlin Yu, Cheng Zhang
TL;DR
SIVI-SM是基于分数匹配的新的SIVI方法，通过利用半隐变分族的分层结构，允许使用少噪声分数匹配处理难以处理的变分密度，SIVI-SM在各种贝叶斯推理任务中准确性与MCMC相当，并且优于基于ELBO的SIVI方法。
Abstract
semi-implicit variational inference
(SIVI) greatly enriches the expressiveness of
variational families
by considering implicit variational distributions defined in a hierarchical manner. However, due to the intra
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