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Pathwise Derivatives for Multivariate Distributions

Jankowiak, M; Karaletsos, T

Jankowiak, M (reprint author), Uber AI Labs, San Francisco, CA 94107 USA.

22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019; 89 (): 333

Abstract

We exploit the link between the transport equation and derivatives of expectations to construct efficient pathwise gradient estimators for multivariat......

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