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Differentiable samplers for deep latent variable models.
Arnaud Doucet1, Eric Moulines2, Achille Thin2
1Department of Statistics, Oxford University, Oxford, UK.
Deep latent variable models offer powerful machine learning applications but face challenges with intractable likelihoods. Recent Monte Carlo methods improve inference by providing unbiased estimates for these complex statistical models.
Area of Science:
- Statistics
- Machine Learning
- Artificial Intelligence
Background:
- Deep latent variable models (DLVMs) combine neural networks and latent variable models for enhanced expressivity.
- A key challenge in DLVMs is the intractability of their likelihood function, necessitating approximation methods for inference.
Purpose of the Study:
- To review recent advancements in Monte Carlo strategies for improving inference in deep latent variable models.
- To address the limitations of the standard evidence lower bound (ELBO) when the variational family is insufficiently rich.
Main Methods:
- Review of recent importance sampling, Markov chain Monte Carlo (MCMC), and sequential Monte Carlo (SMC) strategies.
- Focus on techniques that provide unbiased, low-variance Monte Carlo estimates of the evidence to tighten variational bounds.
Main Results:
- These advanced Monte Carlo methods offer a generic strategy to tighten evidence lower bounds (ELBOs) in DLVMs.
- The reviewed techniques enhance the accuracy of posterior distribution approximations in complex models.
Conclusions:
- Recent Monte Carlo sampling techniques are crucial for overcoming the intractability of likelihoods in deep latent variable models.
- These methods provide a pathway to more robust and accurate Bayesian inference in machine learning applications.

