论文标题
带球归一化流量的变化决定因素估计
Variational Determinant Estimation with Spherical Normalizing Flows
论文作者
论文摘要
本文介绍了各种决定因素估计量（VDE），这是Arxiv：2005.06553v2发现的最近提出的决定量估计量的变分扩展。我们的估计量通过结合（重要性加权）变异推断和一个归一化流量的家族，从而显着降低了差异，从而允许对超球体进行密度估计。在紧密的变分结合的理想情况下，VDE成为零方差估计器，单个样本足以进行精确的（log）确定性估计值。
This paper introduces the Variational Determinant Estimator (VDE), a variational extension of the recently proposed determinant estimator discovered by arXiv:2005.06553v2. Our estimator significantly reduces the variance even for low sample sizes by combining (importance-weighted) variational inference and a family of normalizing flows which allow density estimation on hyperspheres. In the ideal case of a tight variational bound, the VDE becomes a zero variance estimator, and a single sample is sufficient for an exact (log) determinant estimate.
