hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>

    <p>Note: if <code>q.reparameterization_type = tfd.FULLY_REPARAMETERIZED</code>,
consider using <code>monte_carlo_csiszar_f_divergence</code>.</p>
<p>The VIMCO loss is:</p><pre>vimco = f(Avg{logu[i] : i=0,...,m-1})
where,
logu[i] = log( p(x, h[i]) / q(h[i] | x) )
h[i] iid~ q(H | x)
</pre>

<p>Interestingly, the VIMCO gradient is not the naive gradient of <code>vimco</code>.
Rather, it is characterized by:</p><pre><span class='va'