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cs.PL2022★ 17 cited
ADEV: Sound Automatic Differentiation of Expected Values of Probabilistic Programs
Alexander K. Lew, Mathieu Huot, Sam Staton +1
Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to o…
cs.LG2022★ 2 cited
Recursive Monte Carlo and Variational Inference with Auxiliary Variables
Alexander K. Lew, Marco Cusumano-Towner, Vikash K. Mansinghka
A key design constraint when implementing Monte Carlo and variational inference algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities of pro…