https://github.com/gaurav-arya/differentiable_mh

Code for paper https://arxiv.org/abs/2306.07961
https://github.com/gaurav-arya/differentiable_mh

Last synced: 24 days ago
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Code for paper https://arxiv.org/abs/2306.07961

• Host: GitHub
• URL: https://github.com/gaurav-arya/differentiable_mh
• Owner: gaurav-arya
• Created: 2023-06-13T02:24:03.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2024-06-21T06:42:57.000Z (5 months ago)
• Last Synced: 2024-10-06T03:20:49.771Z (about 1 month ago)
• Language: Julia
• Homepage:
• Size: 1.84 MB
• Stars: 51
• Watchers: 6
• Forks: 3
• Open Issues: 1
• Metadata Files:
  • Readme: README.md

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README

        
![](docs/src/assets/gaussian_plot_alts_bare.png)

[![arXiv article 1](https://img.shields.io/badge/article-arXiv%3A2306.07961-B31B1B)](https://arxiv.org/abs/2306.07961)

[![arXiv article 2](https://img.shields.io/badge/article-arXiv%3A2406.14451-B31B1B)](https://arxiv.org/abs/2406.14451)

# Differentiable Metropolis-Hastings 

This repository contains the code to reproduce the experiments related to our papers on Differentiable Metropolis-Hastings:

 * [Gradient Estimation via Differentiable Metropolis-Hastings](https://arxiv.org/abs/2406.14451).

 * [Differentiating Metropolis-Hastings to Optimize Intractable Densities](https://arxiv.org/abs/2306.07961) (code under [ICML tag](https://github.com/gaurav-arya/differentiable_mh/tree/icml)).

## Citations

```

@misc{arya2024gradient,

    title={Gradient Estimation via Differentiable Metropolis-Hastings},

    author={Gaurav Arya and Moritz Schauer and Ruben Seyer},

    year={2024},

    eprint={2406.14451},

    archivePrefix={arXiv}

}

@inproceedings{arya2023differentiating,

    title={Differentiating Metropolis-Hastings to Optimize Intractable Densities},

    author={Gaurav Arya and Ruben Seyer and Frank Sch{\"a}fer and Kartik Chandra and Alexander K. Lew and Mathieu Huot and Vikash Mansinghka and Jonathan Ragan-Kelley and Christopher Vincent Rackauckas and Moritz Schauer},

    booktitle={ICML 2023 Workshop on Differentiable Almost Everything: Differentiable Relaxations, Algorithms, Operators, and Simulators},

    year={2023},

    url={https://openreview.net/forum?id=2jag4Yatsz}

}

```