Search Results for author: Marco Cusumano-Towner

Found 5 papers, 3 papers with code

Recursive Monte Carlo and Variational Inference with Auxiliary Variables

1 code implementation5 Mar 2022 Alexander K. Lew, Marco Cusumano-Towner, Vikash K. Mansinghka

A key design constraint when implementing Monte Carlo and variational inference algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities of proposal distributions and variational families.

Astronomy Stochastic Optimization +1

Estimators of Entropy and Information via Inference in Probabilistic Models

no code implementations24 Feb 2022 Feras A. Saad, Marco Cusumano-Towner, Vikash K. Mansinghka

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions.

Variational Inference

Automating Involutive MCMC using Probabilistic and Differentiable Programming

2 code implementations20 Jul 2020 Marco Cusumano-Towner, Alexander K. Lew, Vikash K. Mansinghka

Involutive MCMC is a unifying mathematical construction for MCMC kernels that generalizes many classic and state-of-the-art MCMC algorithms, from reversible jump MCMC to kernels based on deep neural networks.

Computation

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