Papers › Note on the bias and variance of variational inference

Note on the bias and variance of variational inference

9 Jun 2019arXiv:1906.03708archive 2025-07-28

Chin-wei Huang, Aaron Courville

In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the bias of variational inference can be reduced by making the distribution of the likelihood ratio more concentrated, such as via averaging and variance reduction.

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