Semi-Implicit Variational Inference (SIVI)

Code to reproduce the results in Semi-Implicit Variational Inference.

Data sets

The data for SIVI_1d.py, SIVI_2d.py, SIVI_NB.py are self-generated in the python script. <br /> The "waveform" data for SIVI_LR.py is in the data folder. <br /> The MNIST data for SIVAE.py is self-contained. <br /> Or of course, please try SIVI with your own datasets and probabilistic models.<br />

(Notice in the code, the notation (J, K) is flipped with that in the paper.)

Citations

Below are the paper to cite if you find the algorithms in this repository useful in your own research:

@inproceedings{yin2018semi,
  title={Semi-Implicit Variational Inference},
  author={Yin, Mingzhang and Zhou, Mingyuan},
  booktitle={International Conference on Machine Learning},
  pages={5646--5655},
  year={2018}
}

License Info

This code is offered under the MIT License.