Variational Determinant Estimation with Spherical Normalizing Flows

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.