Hi, thanks for making this very interesting library.

I’ve got one question regarding its use: In many VAE-like models the ELBO is rewritten.

ELBO = E_{z \sim q(z|x)}log p(x|z) - KL(q(z|x)||p(z))

and the KL divergence is computed analytically, which should reduce variance. See the paper (eq 7) or the implementation.

Is there any way in which one can implement this in Pyro?

Thanks,

Pim