Automatically Marginalized MCMC in Probabilistic Programming
Published in The 40th International Conference on Machine Learning, 2023
Recommended citation: Lai, J., Burroni, J., Guan, H., & Sheldon, D. (2023). Automatically Marginalized MCMC in Probabilistic Programming. _ICML_. https://arxiv.org/pdf/2302.00564.pdf
This is my first draft in the field of probabilistic programming. Hope you find it interesting! I personally think that every PPL in the world that has an HMC pipeline should implement this idea.