Differentiating Metropolis-Hastings to Optimize Intractable Densities.
Gaurav AryaRuben SeyerFrank SchäferAlexander K. LewMathieu HuotVikash K. MansinghkaChris RackauckasKartik ChandraMoritz SchauerPublished in: CoRR (2023)
Keyphrases
- metropolis hastings
- posterior distribution
- sampling algorithm
- probability distribution
- approximate inference
- particle filtering
- markov chain monte carlo
- parameter estimation
- monte carlo
- probability density function
- probability density
- exact inference
- feature selection
- bayesian networks
- generative model
- variational approximation