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20192026
most citedVariational approach to rare event simulation using least-squares regression

22 citations · 33 across the 13 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

stat.ML2020★ 2 cited

VarGrad: A Low-Variance Gradient Estimator for Variational Inference

Lorenz Richter, Ayman Boustati, Nikolas Nüsken +2

We analyse the properties of an unbiased gradient estimator of the ELBO for variational inference, based on the score function method with leave-one-out control variates. We show t…

math.OC2020

Model Order Reduction for (Stochastic-) Delay Equations With Error Bounds

Simon Becker, Lorenz Richter

We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic in…