Unbiased gradient estimation for variational auto-encoders using coupled Markov chains

Francisco J. R. Ruiz, Michalis K. Titsias, A. Taylan Cemgil, Arnaud Doucet

Abstract: The variational auto-encoder (VAE) is a deep latent variable model that has two neural networks in an autoencoder-like architecture; one of them parameterizes the model’s likelihood. Fitting its pa...