Variational refinement for importance sampling using the forward Kullback-Leibler divergence

Ghassen Jerfel, Serena Wang, Clara Wong-Fannjiang, Katherine A. Heller, Yian Ma, Michael I. Jordan. Variational refinement for importance sampling using the forward Kullback-Leibler divergence. In Cassio P. de Campos, Marloes H. Maathuis, Erik Quaeghebeur, editors, Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, UAI 2021, Virtual Event, 27-30 July 2021. Volume 161 of Proceedings of Machine Learning Research, pages 1819-1829, AUAI Press, 2021. [doi]

Authors

Ghassen Jerfel

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Serena Wang

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Clara Wong-Fannjiang

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Katherine A. Heller

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Yian Ma

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Michael I. Jordan

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