Monte Carlo gradient estimation in machine learning
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 4086905 (Why is no real title available?)
- scientific article; zbMATH DE number 50675 (Why is no real title available?)
- scientific article; zbMATH DE number 1005357 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 1501022 (Why is no real title available?)
- scientific article; zbMATH DE number 1790424 (Why is no real title available?)
- scientific article; zbMATH DE number 6982909 (Why is no real title available?)
- scientific article; zbMATH DE number 3317502 (Why is no real title available?)
- A Stochastic Approximation Method
- A general framework for the parametrization of hierarchical models
- A splitting scheme for control variates
- A useful theorem for nonlinear devices having Gaussian inputs
- AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
- About one Monte Carlo method for solving linear equations
- An introduction to variational methods for graphical models
- Applications of Malliavin calculus to Monte Carlo methods in finance
- Automatic differentiation variational inference
- Bayesian experimental design: A review
- Computational Graphs and Rounding Error
- Control Variate Remedies
- Control functionals for Monte Carlo integration
- Convergence Properties of Infinitesimal Perturbation Analysis Estimates
- Differentiation Under the Integral Sign
- Fixed-form variational posterior approximation through stochastic linear regression
- Getting It Right
- Importance Sampling for Stochastic Simulations
- Indirect Estimation Via L = λW
- Introduction to quasi-Monte Carlo integration and applications
- Likelihood ratio gradient estimation for stochastic recursions
- Machine learning. A probabilistic perspective
- Malliavin Greeks without Malliavin calculus
- Mathematical statistics. Basic ideas and selected topics. Volume I
- Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
- Optimal Malliavin Weighting Function for the Computation of the Greeks
- Optimal mean squared error analysis of the harmonic gradient estimators
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Optimization and sensitivity analysis of computer simulation models by the score function method
- Optimization via simulation: A review
- Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
- Perturbation analysis and optimization of queueing networks
- Policy gradient in continuous time
- Probability and random processes.
- Sampling derivatives of probabilities
- Second Derivative Sample Path Estimators for the GI/G/m Queue
- Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
- Sensitivity Analysis for Simulations via Likelihood Ratios
- Sensitivity analysis of discrete event systems by the push out method
- Sensitivity estimation for Gaussian systems
- Smoothed (conditional) perturbation analysis of discrete event dynamical systems
- The Malliavin Calculus and Related Topics
- The Monte Carlo Method
- The Variational Gaussian Approximation Revisited
- The epic story of maximum likelihood
- Variance reduction techniques for gradient estimates in reinforcement learning
- Variational message passing
- Weak Differentiability of Product Measures
Cited in
(30)- Importance sampling-based gradient method for dimension reduction in Poisson log-normal model
- Differentiable particle filters with smoothly jittered resampling
- Convergence rates for a class of estimators based on Stein's method
- A principled stopping rule for importance sampling
- Tutorial on Amortized Optimization
- Perturbation analysis via coupling
- Hyperbolic secant representation of the logistic function: application to probabilistic multiple instance learning for CT intracranial hemorrhage detection
- Distilling Importance Sampling for Likelihood Free Inference
- Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs
- scientific article; zbMATH DE number 7626742 (Why is no real title available?)
- Imaging of atmospheric dispersion processes with differential absorption lidar
- Fluorescence image deconvolution microscopy via generative adversarial learning (FluoGAN)
- An Introduction to Quantum Machine Learning for Engineers
- Optimal experimental design: formulations and computations
- Bayesian mixture variational autoencoders for multi-modal learning
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Unbiased estimation of second-order parameter sensitivities for stochastic reaction networks
- A heteroencoder architecture for prediction of failure locations in porous metals using variational inference
- Stochastic derivative estimation for max-stable random fields
- Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
- Preface. Special issue: simulation in the AI era -- advancing complex problem solving
- Adjoint DSMC for nonlinear spatially-homogeneous Boltzmann equation with a general collision model
- Monte Carlo Gradient Estimation in Machine Learning
- Score-aware policy-gradient and performance guarantees using local Lyapunov stability
- Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation
- A new class of moment-constrained mean square error representative samples for continuous distributions
- Bayesian Cox regression for large-scale inference with applications to electronic health records
- A New Likelihood Ratio Method for Training Artificial Neural Networks
- Fast and correct gradient-based optimisation for probabilistic programming via smoothing
- Monte Carlo gradient estimation in high dimensions
This page was built for publication: Monte Carlo gradient estimation in machine learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969241)
