2 papers
cs.PL2026
GradInf: Gradient Estimation as Probabilistic Inference
Gaurav Arya, Mathieu Huot, Moritz Schauer +2
Gradient estimation -- the task of computing the gradient of the expected value of a probabilistic program -- has diverse applications in scientific computing, but is notoriously d…
math.ST2024
Gradient Estimation via Differentiable Metropolis-Hastings
Gaurav Arya, Moritz Schauer, Ruben Seyer
Metropolis-Hastings estimates intractable expectations - can differentiating the algorithm estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not…