2022
Multiple Importance Sampling ELBO and Deep Ensembles of Variational Approximations
AISTATS 2022poster
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 versatile yet simple framework. MISELBO is applicable i…