2022
Amortized Rejection Sampling in Universal Probabilistic Programming
Saeid Naderiparizi, Adam Scibior, Andreas Munk, Mehrdad Ghadiri, Atilim Gunes Baydin, Bradley J. Gram-Hansen +6
AISTATS 2022poster
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection sampling as part of the user-programmed generative procedure.…