Variance reduction properties of the reparameterization trick

Ming Xu, Matias Quiroz, Robert Kohn, Scott A. Sisson. Variance reduction properties of the reparameterization trick. 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 2711-2720, PMLR, 2019. [doi]

Abstract

Abstract is missing.