Differentiating Metropolis-Hastings to Optimize Intractable Densities
Other conference contribution, 2023
automatic differentiation
Markov chain coupling
Metropolis-Hastings
Author
Gaurav Arya
Ruben Seyer
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Frank Schäfer
Kartik Chandra
Alexander Lew
Mathieu Huot
Vikash Mansinghka
Jonathan Ragan-Kelley
Christopher Vincent Rackauckas
Moritz Schauer
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Honolulu, Hawaii, USA,
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences