Variational Determinant Estimation with Spherical Normalizing Flows

12/24/2020

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by   Simon Passenheim, et al.

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This paper introduces the Variational Determinant Estimator (VDE), a variational extension of the recently proposed determinant estimator discovered by arXiv:2005.06553v2. Our estimator significantly reduces the variance even for low sample sizes by combining (importance-weighted) variational inference and a family of normalizing flows which allow density estimation on hyperspheres. In the ideal case of a tight variational bound, the VDE becomes a zero variance estimator, and a single sample is sufficient for an exact (log) determinant estimate.