Title
Note on the bias and variance of variational inference.
Abstract
In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the bias of variational inference can be reduced by making the distribution of the likelihood ratio more concentrated, such as via averaging and variance reduction.
Year
Venue
DocType
2019
CoRR
Journal
Volume
Citations 
PageRank 
abs/1906.03708
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Chin-Wei Huang185.18
Aaron C. Courville26671348.46