Accelerating Metropolis-Hastings with Lightweight Inference Compilation

1 code implementation • 23 Oct 2020 • Feynman Liang, Nimar Arora, Nazanin Tehrani, Yucen Li, Michael Tingley, Erik Meijer

In order to construct accurate proposers for Metropolis-Hastings Markov Chain Monte Carlo, we integrate ideas from probabilistic graphical models and neural networks in an open-source framework we call Lightweight Inference Compilation (LIC).

Probabilistic Programming