Massachusetts Institute of Technology, USA; Julia Computing Inc., USA; Pumas-AI Inc., USA; Chalmers University of Technology, Sweden; University of Gothenburg, Sweden; Massachusetts Institute of Technology, USA; Massachusetts Institute of Technology, USA; University of Basel, Switzerland
Gaurav Arya, Moritz Schauer, Frank Schäfer, Christopher Rackauckas
stochastic methods;automatic differentiation;reparameterization trick;discrete randomness;gradient based inference;differentiable stochastic programming;chain rule;compositionality
Automatic Differentiation of Programs with Discrete Randomness