2 papers
cs.LG2021
Variational Rejection Particle Filtering
Rahul Sharma, Soumya Banerjee, Dootika Vats +1
We present a variational inference (VI) framework that unifies and leverages sequential Monte-Carlo (particle filtering) with \emph{approximate} rejection sampling to construct a f…
cs.LG2019
Refined -Divergence Variational Inference via Rejection Sampling
Rahul Sharma, Abhishek Kumar, Piyush Rai
We present an approximate inference method, based on a synergistic combination of Rényi -divergence variational inference (RDVI) and rejection sampling (RS). RDVI is based on mi…