Uncertainty
Model Selection for Bayesian Autoencoders: Supplementary Material Ba-Hien Tran EURECOM (France) Simone Rossi
In this section, we review some key results on the Wasserstein distance. The formulation in Eq. 6 is obtained by employing We use a single multi layer perceptron (MLP) layer with normalized output as the h function. Calculating the Wasserstein distance with the empirical distribution function is computationally attractive. Metropolis steps to accommodate numerical errors stemming from the integration. F .1 Experimental environment In our experiments, we use 4 workstations, which have the following specifications: GPU: NVIDIA Tesla P100 PCIe 16 GB.
Stochastic Stein Discrepancies
Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often a sum over likelihood terms or potentials - is expensive to evaluate.