Structured Semi-Implicit Variational Inference

Iuliia Molchanova, Dmitry Molchanov, Novi Quadrianto, Dmitry Vetrov

Keywords: variatoinal inference, semi-implicit distributions

TL;DR: Utilizing the structure of distributions improves semi-implicit variational inference

Abstract: In this work we construct flexible joint distributions from low-dimensional conditional semi-implicit distributions. Explicitly defining the structure of the approximation allows to make the variational lower bound tighter, resulting in more accurate inference.