GradInf: Gradient Estimation as Probabilistic Inference
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Cites work
- An efficient finite difference method for parameter sensitivities of continuous time Markov chains
- An introduction to sequential Monte Carlo
- Bisimulation through probabilistic testing
- Correctness of automatic differentiation via diffeologies and categorical gluing
- Coupling proofs are probabilistic product programs
- Efficiency of the Girsanov transformation approach for parametric sensitivity analysis of stochastic chemical kinetics
- Fast and correct gradient-based optimisation for probabilistic programming via smoothing
- Logical relations and the typed λ-calculus
- On the versatility of open logical relations. Continuity, automatic differentiation, and a containment theorem
- Perturbation analysis via coupling
- Relational reasoning for Markov chains in a probabilistic guarded lambda calculus
- Relational reasoning via probabilistic coupling
- Simple statistical gradient-following algorithms for connectionist reinforcement learning
- Smoothed (conditional) perturbation analysis of discrete event dynamical systems
- Stochastic lambda calculus and monads of probability distributions
- The art of differentiating computer programs. An introduction to algorithmic differentiation.
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