Two Methods For Wild Variational Inference

Understand

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models.

• Typical variational inference methods, however, require to use inference networks with computationally tractable proba- bility density functions.
• This largely limits the design and implementation of vari- ational inference methods.
• We consider wild variational inference methods that do not require tractable density functions on the inference networks, and hence can be applied in more challenging cases.