refraction-ray
commented
5 years ago Relevant papers
- A Conceptual Introduction to Hamiltonian Monte Carlo
- DiCE: The Infinitely Differentiable Monte Carlo Estimator
- Gradient Estimation Using Stochastic Computation Graphs
- Automatic Differentiation Variational Inference
- A Baseline for Any Order Gradient Estimationin Stochastic Computation Graphs
- New Tricks for Estimating Gradients of Expectations
- Variance reduction properties of the reparameterization trick
In this post, I shall maintain a list of interesting papers and resources at the intersection of Monte Carlo sampling (especially MCMC and quantum MC) and machine learning techniques (especially infrastructure for auto gradient and optimizations)
This might be a further attempt beyond https://github.com/quclub/Paper-reading/issues/38, trying to bridge QMC and AD more tightly.