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.
• Differentiating Metropolis-Hastings to Optimize Intractable Densities (code under ICML tag).

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}
}