Hongseok Kim

Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients

Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Recently, multiple methods have been proposed to run SGD with biased gradient estimates obtained from a Markov chain. This…