Mathieu Huot

GradInf: Gradient Estimation as Probabilistic Inference

Gaurav Arya, Mathieu Huot, Moritz Schauer, Alexander K. Lew, Feras A. Saad

Gradient estimation -- the task of computing the gradient of the expected value of a probabilistic program -- has diverse applications in scientific computing, but is notoriously difficult because of issues such as high-dimensional integration, discrete random choices, and comple…Read more