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Wang et al., 2022 - Google Patents

Dual control variate for faster black-box variational inference

Wang et al., 2022

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Document ID
4094864933502596693
Author
Wang X
Geffner T
Domke J
Publication year
Publication venue
arXiv preprint arXiv:2210.07290

External Links

Snippet

Black-box variational inference is a widely-used framework for Bayesian posterior inference, but in some cases suffers from high variance in gradient estimates, harming accuracy and efficiency. This variance comes from two sources of randomness: Data subsampling and …
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