Abstract: A data processing system includes first memory circuitry arranged to store a dataset and second memory circuitry arranged to store a set of parameters of a statistical model. The system includes a sampler for transferring a sampled mini-batch of observation points from the first memory circuitry to the second memory circuitry, and an inference module arranged to determine, for each sampled observation point, an estimator for a component of a gradient component of an objective function. The system includes a recognition network module arranged to: process the sampled observation points using a recognition network to generate, for each sampled observation point, a respective set of control coefficients; and modify, for each sampled observation point, the respective estimator using the respective set of control coefficients. The inference module is arranged to update the parameters of the statistical model in accordance with a gradient estimate based on the modified stochastic estimators.