1 code implementation • 13 Jun 2023 • Gaurav Arya, Ruben Seyer, Frank Schäfer, Kartik Chandra, Alexander K. Lew, Mathieu Huot, Vikash K. Mansinghka, Jonathan Ragan-Kelley, Christopher Rackauckas, Moritz Schauer
We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it.
