This is a reference implementation of the Neural Variational Inference and Learning (NVIL) and Variational Inference for Monte Carlo Objectives (VIMCO) inference algorithms, as described in the following publications:
- Mnih, Andriy, and Gregor, Karol. "Neural Variational Inference and Learning in Belief Networks." Proceedings of the 31st International Conference on Machine Learning (ICML-14). 2014.
- Mnih, Andriy, and Rezende, Danilo. "Variational inference for Monte Carlo objectives." arXiv:1602.06725. 2016.
We include implementations both algorithm, and a simple application to inference in a Gaussian Mixture Model illustrated in IPython notebooks for both NVIL and VIMCO.