Code to minimize the Variational Contrastive Divergence (VCD)
This code reproduces the experiments in this paper (arxiv version here). Please cite the paper as follows if you use the code in this repo.
Francisco J. R. Ruiz and Michalis K. Titsias. A Contrastive Divergence for Combining Variational Inference and MCMC. International Conference on Machine Learning (ICML). 2019
The code was developed by both authors. The Matlab libraries for Hamiltonian Monte Carlo and Neural Networks were developed by Michalis K. Titsias.