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Jan-Willem Vandemeent

2 accepted papers

2016

Black-Box Policy Search with Probabilistic Programs

AISTATS 2016poster

In this work we show how to represent policies as programs: that is, as stochastic simulators with tunable parameters. To learn the parameters of such policies we develop connections between black box variational inference and existing policy search approaches. We then explain how such learning ca…

2016

Interacting Particle Markov Chain Monte Carlo

ICML 2016poster

We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an extended space. We present empirical results that sho…