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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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0111 · Aug 201719922001200920182026
1 result for “Auto-marginalization”
Delayed Sampling and Automatic Rao-Blackwellization of Probabilistic Programsstat.ML

Automatically improves Monte Carlo estimators in probabilistic programs.

problem Reducing variance in Monte Carlo estimators for probabilistic programs.
method Dynamic mechanism using conjugate priors and affine transformations.
result Automatic Rao-Blackwellization and locally-optimal proposals.
Monte Carlo methodsProbabilistic programmingSequential Monte CarloRao-BlackwellizationAuto-marginalization
2017-08-25abs ↗pdf ↗