Differentiating Metropolis-Hastings to Optimize Intractable Densities
Other conference contribution, 2023
Metropolis-Hastings
Markov chain coupling
automatic differentiation
Author
Gaurav Arya
Massachusetts Institute of Technology (MIT)
Ruben Seyer
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
University of Gothenburg
Frank Schäfer
Massachusetts Institute of Technology (MIT)
Kartik Chandra
Massachusetts Institute of Technology (MIT)
Alexander Lew
Massachusetts Institute of Technology (MIT)
Mathieu Huot
University of Oxford
Vikash Mansinghka
Massachusetts Institute of Technology (MIT)
Jonathan Ragan-Kelley
Massachusetts Institute of Technology (MIT)
Christopher Vincent Rackauckas
Massachusetts Institute of Technology (MIT)
JuliaHub, Inc.
Pumas-AI Inc.
Moritz Schauer
University of Gothenburg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Honolulu, Hawaii, USA,
Subject Categories
Computational Mathematics
Transport Systems and Logistics
Probability Theory and Statistics
Roots
Basic sciences