Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference

Mike Wu, Noah Goodman, Stefano Ermon. Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 2877-2886, PMLR, 2019. [doi]

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