Oskar Kviman

Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximations

2022 · arXiv (Cornell University)

In variational inference (VI), the marginal log-likelihood is estimated using the standard evidence lower bound (ELBO), or improved versions as the importance weighted ELBO (IWELBO). We propose the multiple importance sampling ELBO (MISELBO), a \textit{versatile} …