arXiv Machine Learning By Gaurav Arya, Mathieu Huot, Moritz Schauer, Alexander K. Lew, Feras A. Saad

GradInf: Gradient Estimation as Probabilistic Inference

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arXiv:2607. 07840v1 Announce Type: cross Abstract: 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 complex stochastic dependencies.

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