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]

@inproceedings{XuQKS19,
  title = {Variance reduction properties of the reparameterization trick},
  author = {Ming Xu and Matias Quiroz and Robert Kohn and Scott A. Sisson},
  year = {2019},
  url = {http://proceedings.mlr.press/v89/xu19a.html},
  researchr = {https://researchr.org/publication/XuQKS19},
  cites = {0},
  citedby = {0},
  pages = {2711-2720},
  booktitle = {The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan},
  editor = {Kamalika Chaudhuri and Masashi Sugiyama},
  volume = {89},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}