A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning. (Wikipedia)
Representing probability distributions by the gradient of their density functions has proven effective in modeling a wide range of continuous data modalities.
Representing probability distributions by the gradient of their density functions has proven effective in modeling a wide range of continuous data modalities.
Unfortunately, Sparse VI and PSVI rely on access to exact samples from the model posterior and closed form gradients of it to be evaluated and updated.