Concepedia

Score Function Gradient Estimation

Score Function Gradient Estimation is a gradient estimation method in variational inference that leverages the score function—the gradient of the log-density of the variational distribution—to compute unbiased but high-variance gradients of the evidence lower bound with respect to distributional parameters by differentiating through the sampling process via the likelihood ratio method.

31

Publications

2K

Citations

89

Authors

37

Institutions

Publications per year

2017–2026

19

Variants

Likelihood Ratio Gradient Estimation

Parents

Publications

31

SmoothGrad: removing noise by adding noise

Daniel Smilkov, Nikhil Thorat, Been Kim et al. · arXiv (Cornell University) · 2017 · 755 citations · Full text

, , +16

A Unified View of the IPA, SF, and LR Gradient Estimation Techniques

Pierre L’Ecuyer · Management Science · 1990 · 226 citations

, , +12

Enhancing Stochastic Kriging Metamodels with Gradient Estimators

Xi Chen, Bruce E. Ankenman, Barry L. Nelson · Operations Research · 2013 · 88 citations · Full text

, , +15

Monte Carlo Gradient Estimation in Machine Learning

Shakir Mohamed, Mihaela Rosca, Michael Figurnov et al. · arXiv (Cornell University) · 2019 · 85 citations · Full text

, , +11

Optimization and sensitivity analysis of computer simulation models by the score function method

J.P.C. Kleijnen, Reuven Y. Rubinstein · European Journal of Operational Research · 1996 · 73 citations

, , +16

1–5 of 31

Authors

89

  1. RY
    Reuven Y. Rubinstein

    Technion – Israel Institute of Technology, Israel

    2 publications · 99 citations

    2

    h-index

  2. RE
    Richard E. Turner

    University of Cambridge, United Kingdom

    2 publications · 56 citations

    2

    h-index

  3. BK
    Beomsu Kim

    Seoul National University, South Korea

    2 publications · 77 citations

    2

    h-index

  4. JS
    Junghoon Seo

    Korea Information System (South Korea), South Korea

    2 publications · 77 citations

    2

    h-index

  5. JK
    Jamyoung Koo

    Xi'an Jiaotong University, China

    2 publications · 77 citations

    2

    h-index

1–5 of 89

Institutions

37

  1. Technion – Israel Institute of Technology

    Haifa, Israel

    3 h-index

    3 publications

    140 citations

  2. Princeton University

    Princeton, United States

    2 h-index

    4 publications

    184 citations

  3. University of Cambridge

    Cambridge, United Kingdom

    2 h-index

    3 publications

    69 citations

  4. University of Maryland, Baltimore County

    Baltimore, United States

    2 h-index

    2 publications

    65 citations

  5. Athens University of Economics and Business

    Athens, Greece

    1 h-index

    1 publications

    27 citations

  6. University of California, Davis

    Davis, United States

    1 h-index

    3 publications

    63 citations

  7. Shanghai Jiao Tong University

    Shanghai, China

    1 h-index

    1 publications

    24 citations

  8. Columbia University

    New York, United States

    1 h-index

    2 publications

    54 citations

1–8 of 37

Venues

  1. arXiv (Cornell University)

    Repository · 11 publications · 1.1K citations

    10

    h-index

  2. Applied Mathematical Modelling

    1 publications · 24 citations

    1

    h-index

  3. Operations Research

    1 publications · 88 citations

    1

    h-index

  4. Information Sciences

    1 publications · 13 citations

    1

    h-index

  5. International Conference on Learning Representations

    Conference · 1 publications · 21 citations

    1

    h-index

1–5