2023
SMCP3: Sequential Monte Carlo with Probabilistic Program Proposals
Alexander K. Lew, George Matheos, Tan Zhi-Xuan, Matin Ghavamizadeh, Nishad Gothoskar, Stuart Russell +1
AISTATS 2023poster
This paper introduces SMCP3, a method for automatically implementing custom sequential Monte Carlo samplers for inference in probabilistic programs. Unlike particle filters and resample-move SMC (Gilks and Berzuini, 2001), SMCP3 algorithms can improve the quality of samples and weights using pairs o…