2024
Differentiable Annealed Importance Sampling Minimizes The Jensen-Shannon Divergence Between Initial and Target Distribution
ICML 2024poster
Differentiable annealed importance sampling (DAIS), proposed by Geffner & Domke (2021) and Zhang et al. (2021), allows optimizing, among others, over the initial distribution of AIS. In this paper, we show that, in the limit of many transitions, DAIS minimizes the symmetrized KL divergence (Jensen-S…