Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference
Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms were proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper, we propose several unbiased estimators based on multilevel Monte Carlo (MLMC) for the gradient of Kullback--Leibler divergence …