The Reparameterisation Trick|Variational Inference
In this short video, I describe the Reparameterisation Trick and take the first step towards validating it mathematically. We discuss the change of variable theorem from statistics and provide a Gaussian 1d example. Proving the theorem and extensions to high-d are coming in the next talk.
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Variational Inference Lecture I|Probabilistic Modelling|Machine Learning
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The Reparameterization Trick
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