DeepBayes: implicit and semi-implicit VI

Introduction

本篇记录隐式和半隐式变分推断，转载请注明。
reference：Deep Bayes slides

Variational inference solves an optimization problem.
Minimizing the KL = Maximizing the ELBO

Variational inference finds to maximize

Mean field Variational Inference

Expressive Implicit Distribution

Density ratio estimation

Semi-Implicit Distributions

Unbiased implicit variational inference

MCMC improved approximation

Summary

高级变分，学习学习。