  The reparameterization trick has become one of the most useful tools in the
field of variational inference. However, the reparameterization trick is based
on the standardization transformation which restricts the scope of application
of this method to distributions that have tractable inverse cumulative
distribution functions or are expressible as deterministic transformations of
such distributions. In this paper, we generalized the reparameterization trick
by allowing a general transformation. We discover that the proposed model is a
special case of control variate indicating that the proposed model can combine
the advantages of CV and generalized reparameterization.
