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Implicit Variational Inference for High-Dimensional Posteriors
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex multimodal and correlated posteriors in high-dimensional spaces.
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A Proof A.1 Proof of Theorem 1 We leverage the results in [ 49
Lemma 3. Consider the ReLU activation The proof of Theorem 1 is given below. The inequality 3 uses strictly monotone property of p () . Code is available at this link. The neural networks are updated using Adam with learning rate initializes at 0.035 and All of them have no communication constraints. The training time is shown in Table 1.
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