In the Deep Markov Model Tutorial (an in many other place) we refer to reparameterizable vs non-reparameterizable latent variables.
It is stated that:
- reparameterizable latent variables have low variance and therefore the Trace_ELBO suffice
- non-reparameterizable latent variables have higher variance and TraceGraph_ELBO should be used.
My question is:
How do I figure out if my latent variables are reparameterizable?
Is it the same as checking whether I have DISCRETE latent variables?